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Regresioni Robust i Kuantileve×Regresioni Kuantil Bayesian×
FushaStatistikëStatistikë
FamiljaRegression modelRegression model
Viti i origjinës1993–19972001–2011
KrijuesiKoenker & Bassett (1978); robust extensions by Machado (1993) and He (1997)Kozumi & Kobayashi; building on Yu & Moyeed (2001)
LlojiRobust semiparametric regressionBayesian semiparametric regression
Burimi themeluesKoenker, 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 ↗
Emërtime të tjerarobust QR, outlier-resistant quantile regression, bounded-influence quantile regression, RQRBQR, Bayesian quantile regression model, asymmetric Laplace Bayesian regression, posterior quantile regression
Të lidhura66
PërmbledhjaRobust 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
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ScholarGateKrahasoni metodat: Robust Quantile Regression · Bayesian Quantile Regression. Marrë më 2026-06-15 nga https://scholargate.app/sq/compare