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

Yuzhu Tian; Man Lai Tang; Wai-Sum Chan; Maozai Tian

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

Yuzhu Tian, Man Lai Tang, Wai-Sum Chan, Maozai Tian

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1 - 31
Journal	Computational Statistics
Volume	36
Publication status	Published - 2021

Cite this

@article{d74de8e542fc40f8afad03d61c7fc8c4,

title = "Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm{\textquoteright}s bond ratings",

author = "Yuzhu Tian and Tang, {Man Lai} and Wai-Sum Chan and Maozai Tian",

year = "2021",

language = "English",

volume = "36",

pages = "1 -- 31",

journal = "Computational Statistics",

issn = "0943-4062",

publisher = "Springer Nature ",

}