Pages that link to "Item:Q1659461"

The following pages link to The expectation-maximization approach for Bayesian quantile regression (Q1659461):

Displaying 7 items.

• Bayesian quantile regression based on the empirical likelihood with spike and slab priors (Q516514) (← links)
• Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
• Linear Quantile Regression Based on EM Algorithm (Q2931549) (← links)
• Using the EM algorithm for Bayesian variable selection in logistic regression models with related covariates (Q4960562) (← links)
• (Q5120624) (← links)
• The expectation-maximization approach for Bayesian additive Cox regression with current status data (Q6134384) (← links)
• A hybrid deterministic-deterministic approach for high-dimensional Bayesian variable selection with a default prior (Q6567466) (← links)