Bayesian regularisation in geoadditive expectile regression

[1]  Debashis Paul,et al.  Zero Expectile Processes and Bayesian Spatial Regression , 2016 .

[2]  Linda Schulze Waltrup,et al.  Expectile and quantile regression—David and Goliath? , 2015 .

[3]  Hui Zou,et al.  Nonparametric multiple expectile regression via ER-Boost , 2015 .

[4]  Cathy W. S. Chen,et al.  Bayesian Expected Shortfall Forecasting Incorporating the Intraday Range , 2014 .

[5]  R Core Team,et al.  R: A language and environment for statistical computing. , 2014 .

[6]  Yu Ryan Yue,et al.  For a list of recent papers see the backpages of this paper. Bayesian Semiparametric Additive Quantile Regression , 2022 .

[7]  Ludwig Fahrmeir,et al.  Regression: Models, Methods and Applications , 2013 .

[8]  Johanna F. Ziegel,et al.  COHERENCE AND ELICITABILITY , 2013, 1303.1690.

[9]  Rosalba Radice,et al.  Estimating the relationship between women's education and fertility in Botswana by using an instrumental variable approach to semiparametric expectile regression , 2013 .

[10]  H. Zou,et al.  A coordinate majorization descent algorithm for ℓ1 penalized learning , 2014 .

[11]  A. Gelfand,et al.  Spatial Quantile Multiple Regression Using the Asymmetric Laplace Process , 2012 .

[12]  Thomas Kneib,et al.  Geoadditive expectile regression , 2012, Comput. Stat. Data Anal..

[13]  Göran Kauermann,et al.  On confidence intervals for semiparametric expectile regression , 2013, Stat. Comput..

[14]  Torsten Hothorn,et al.  Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression , 2011 .

[15]  R. Ramamoorthi,et al.  Posterior Consistency of Bayesian Quantile Regression Under a Mis-Specified Likelihood Based on Asymmetric Laplace Density , 2011 .

[16]  H. Kozumi,et al.  Gibbs sampling methods for Bayesian quantile regression , 2011 .

[17]  Yu Ryan Yue,et al.  Bayesian inference for additive mixed quantile regression models , 2011, Comput. Stat. Data Anal..

[18]  Ludwig Fahrmeir,et al.  Bayesian regularisation in structured additive regression: a unifying perspective on shrinkage, smoothing and predictor selection , 2010, Stat. Comput..

[19]  H. Bondell,et al.  Flexible Bayesian quantile regression for independent and clustered data. , 2010, Biostatistics.

[20]  Paul H. C. Eilers,et al.  Optimal expectile smoothing , 2009, Comput. Stat. Data Anal..

[21]  Andrew Harvey,et al.  Quantiles, expectiles and splines , 2009 .

[22]  Keming Yu,et al.  A partially collapsed Gibbs sampler for Bayesian quantile regression , 2009 .

[23]  James W. Taylor.  Estimating Value at Risk and Expected Shortfall Using Expectiles , 2007 .

[24]  R. Koenker,et al.  Regression Quantiles , 2007 .

[25]  Andreas Brezger,et al.  Generalized structured additive regression based on Bayesian P-splines , 2006, Comput. Stat. Data Anal..

[26]  L. Fahrmeir,et al.  PENALIZED STRUCTURED ADDITIVE REGRESSION FOR SPACE-TIME DATA: A BAYESIAN PERSPECTIVE , 2004 .

[27]  V. Chernozhukov,et al.  An MCMC Approach to Classical Estimation , 2002, 2301.07782.

[28]  Keming Yu,et al.  Bayesian quantile regression , 2001 .

[29]  Ludwig Fahrmeir,et al.  Semiparametric Analysis of the Socio-Demographic and Spatial Determinants of Undernutrition in Two African Countries , 2001 .

[30]  Paul H. C. Eilers,et al.  Flexible smoothing with B-splines and penalties , 1996 .

[31]  R. Tibshirani.  Regression Shrinkage and Selection via the Lasso , 1996 .

[32]  H. Tong,et al.  Asymmetric least squares regression estimation: A nonparametric approach ∗ , 1996 .

[33]  Pin T. Ng,et al.  Quantile smoothing splines , 1994 .

[34]  W. Newey,et al.  Asymmetric Least Squares Estimation and Testing , 1987 .