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Regresi Kuantil Robust×Regresi Kuantil Bayesian×
BidangStatistikaStatistika
KeluargaRegression modelRegression model
Tahun asal1993–19972001–2011
PencetusKoenker & Bassett (1978); robust extensions by Machado (1993) and He (1997)Kozumi & Kobayashi; building on Yu & Moyeed (2001)
TipeRobust semiparametric regressionBayesian semiparametric regression
Sumber perintisKoenker, R. (2005). Quantile Regression. Cambridge University Press. ISBN: 978-0521608275Kozumi, H., & Kobayashi, G. (2011). Gibbs sampling methods for Bayesian quantile regression. Journal of Statistical Computation and Simulation, 81(11), 1565–1578. DOI ↗
Aliasrobust QR, outlier-resistant quantile regression, bounded-influence quantile regression, RQRBQR, Bayesian quantile regression model, asymmetric Laplace Bayesian regression, posterior quantile regression
Terkait66
RingkasanRobust Quantile Regression estimates conditional quantiles of a response variable while simultaneously downweighting the influence of outliers. By combining the asymmetric loss function of standard quantile regression with bounded-influence or M-estimation weights, it provides reliable quantile estimates even when data contain extreme observations or heavy-tailed error distributions.Bayesian Quantile Regression estimates the full posterior distribution of regression coefficients at any chosen quantile of the outcome. By combining the asymmetric Laplace likelihood with prior distributions over the coefficients, it delivers uncertainty-quantified estimates of conditional quantiles — such as the median, the 10th, or the 90th percentile — without assuming Gaussian errors.
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  1. v1
  2. 2 Sumber
  3. PUBLISHED

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ScholarGateBandingkan metode: Robust Quantile Regression · Bayesian Quantile Regression. Diakses 2026-06-15 dari https://scholargate.app/id/compare