Bayesian composite quantile regression for the single-index model.
By using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model. The posterior distributions for the unknown parameters are derived, and the Markov chain Mont...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2023-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0285277 |
| _version_ | 1797805673770123264 |
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| author | Xiaohui Yuan Xuefei Xiang Xinran Zhang |
| author_facet | Xiaohui Yuan Xuefei Xiang Xinran Zhang |
| author_sort | Xiaohui Yuan |
| collection | DOAJ |
| description | By using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model. The posterior distributions for the unknown parameters are derived, and the Markov chain Monte Carlo sampling algorithms are also given. The proposed method is illustrated by three simulation examples and a real dataset. |
| first_indexed | 2024-03-13T05:55:37Z |
| format | Article |
| id | doaj.art-19e6e1e0000e438991e0fdc9db30c9a5 |
| institution | Directory Open Access Journal |
| issn | 1932-6203 |
| language | English |
| last_indexed | 2024-03-13T05:55:37Z |
| publishDate | 2023-01-01 |
| publisher | Public Library of Science (PLoS) |
| record_format | Article |
| series | PLoS ONE |
| spelling | doaj.art-19e6e1e0000e438991e0fdc9db30c9a52023-06-13T05:31:36ZengPublic Library of Science (PLoS)PLoS ONE1932-62032023-01-01185e028527710.1371/journal.pone.0285277Bayesian composite quantile regression for the single-index model.Xiaohui YuanXuefei XiangXinran ZhangBy using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model. The posterior distributions for the unknown parameters are derived, and the Markov chain Monte Carlo sampling algorithms are also given. The proposed method is illustrated by three simulation examples and a real dataset.https://doi.org/10.1371/journal.pone.0285277 |
| spellingShingle | Xiaohui Yuan Xuefei Xiang Xinran Zhang Bayesian composite quantile regression for the single-index model. PLoS ONE |
| title | Bayesian composite quantile regression for the single-index model. |
| title_full | Bayesian composite quantile regression for the single-index model. |
| title_fullStr | Bayesian composite quantile regression for the single-index model. |
| title_full_unstemmed | Bayesian composite quantile regression for the single-index model. |
| title_short | Bayesian composite quantile regression for the single-index model. |
| title_sort | bayesian composite quantile regression for the single index model |
| url | https://doi.org/10.1371/journal.pone.0285277 |
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