Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm’s bond ratings-Reference-Cited by-同舟云学术

Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm’s bond ratings

Published:2020-10-19 Issue:2 Volume:36 Page:1289-1319
ISSN:0943-4062
Container-title:Computational Statistics
language:en
Short-container-title:Comput Stat

Author:

Tian Yu-Zhu,Tang Man-Lai,Chan Wai-Sum,Tian Mao-Zai

Funder

National Natural Science Foundation of China

Grants from the Research Grant Council of the Hong Kong Special Administrative Region and The Research Matching Grant Scheme and a grant from the National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00180-020-01037-4.pdf

Reference56 articles.

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3. Alhamzawi R, Algamal ZY (2018) Bayesian bridge quantile regression. Commun Stat Simul Comput. https://doi.org/10.1080/03610918.2017.1402042

4. Alhamzawi R, Ali HTM (2018a) Bayesian quantile regression for ordinal longitudinal data. J Appl Stat 45(5):815–828

5. Alhamzawi R, Ali HTM (2018b) Bayesian single-index quantile regression for ordinal data. Commun Stat Simul Comput. https://doi.org/10.1080/03610918.2018.1494283

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