Bayesiansk Kvantilregression
Bayesiansk kvantilregression estimerer den fulde posterior-fordeling af regressionskoefficienter ved enhver valgt kvantil af udfaldet. Ved at kombinere den asymmetriske Laplace-likelihood med prior-fordelinger over koefficienterne leverer den usikkerhedskvantificerede estimater af betingede kvantiler – såsom medianen, den 10. eller den 90. percentil – uden at antage Gaussiske fejl.
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Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- Kozumi, H., & Kobayashi, G. (2011). Gibbs sampling methods for Bayesian quantile regression. Journal of Statistical Computation and Simulation, 81(11), 1565–1578. DOI: 10.1080/00949655.2010.496117 ↗
- Yu, K., & Zhang, J. (2005). A three-parameter asymmetric Laplace distribution and its extension. Communications in Statistics – Theory and Methods, 34(9–10), 1867–1879. DOI: 10.1080/03610920500199018 ↗
Sådan citerer du denne side
ScholarGate. (2026, June 3). Bayesian Quantile Regression. ScholarGate. https://scholargate.app/da/statistics/bayesian-quantile-regression
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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- Bayesiansk Tobit-modelStatistik↔ compare
- KvantilregressionØkonometri↔ compare
- Robust KvantilregressionStatistik↔ compare
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