Bayesian Estimation for Single Index Quantile Regression with Normal Scale Mixture
| المصدر: | مجلة القادسية للعلوم الإدارية والاقتصادية |
|---|---|
| الناشر: | جامعة القادسية - كلية الادارة والاقتصاد |
| المؤلف الرئيسي: | Alshaybawee, Taha Hussein (Author) |
| مؤلفين آخرين: | Alalaq, Samer Jassim (Co-Author) |
| المجلد/العدد: | مج21, ع4 |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2019
|
| الصفحات: | 11 - 21 |
| ISSN: |
1816-9171 |
| رقم MD: | 1234786 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Quantile Regression | Single Index Model | Bayesian Inference | Normal Scale Mixture
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| المستخلص: |
In this paper, the new Bayesian approach based on normal scale mixture is proposed for estimating the quantile regression of the single index model and selecting variables. The Gaussian process prior have been considered to the nonparametric link function. Bayesian hierarchical model construct and Gibbs sampler algorithm using for posterior inference. Simulation study was addressed to compare our suggested method with three other existing methods. The simulation studies significant that the new suggested method offers substantial improvement over the other three methods. |
|---|---|
| ISSN: |
1816-9171 |
عناصر مشابهة
-
Bayesian Estimation for Semiparametric Logistic Regression
بواسطة: Alshaybawee, Taha Hussein منشور: (2022) -
Modified GM6 Estimation Method Based on Improve Diagnostic Robust Generalized Potential for Quantile Regression
بواسطة: Alshaybawee, Taha Hussein منشور: (2021) -
New Bayesian Variable Selection for Binary Quantile Regression
بواسطة: Alshaybawee, Taha Hussein منشور: (2023) -
Bayesian Lasso in Quantile Regression with a New Prior
بواسطة: Al-Husseini, Fadel Hamid Hadi منشور: (2021) -
Employing the Bayesian Elastic Net in Quantile Regression with an Application
بواسطة: Almusaedi, Muntadher Hashim Mnati منشور: (2021)
