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Regresioni Kuantil Bayesian×Regresioni Robust i Kuantileve×
FushaStatistikëStatistikë
FamiljaRegression modelRegression model
Viti i origjinës2001–20111993–1997
KrijuesiKozumi & Kobayashi; building on Yu & Moyeed (2001)Koenker & Bassett (1978); robust extensions by Machado (1993) and He (1997)
LlojiBayesian semiparametric regressionRobust semiparametric regression
Burimi themeluesKozumi, H., & Kobayashi, G. (2011). Gibbs sampling methods for Bayesian quantile regression. Journal of Statistical Computation and Simulation, 81(11), 1565–1578. DOI ↗Koenker, R. (2005). Quantile Regression. Cambridge University Press. ISBN: 978-0521608275
Emërtime të tjeraBQR, Bayesian quantile regression model, asymmetric Laplace Bayesian regression, posterior quantile regressionrobust QR, outlier-resistant quantile regression, bounded-influence quantile regression, RQR
Të lidhura66
PërmbledhjaBayesian 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.Robust 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.
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ScholarGateKrahasoni metodat: Bayesian Quantile Regression · Robust Quantile Regression. Marrë më 2026-06-15 nga https://scholargate.app/sq/compare