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Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors - MaRDI portal

Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189)

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scientific article; zbMATH DE number 7551466
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Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
scientific article; zbMATH DE number 7551466

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    Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (English)
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    1 July 2022
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    Bayesian QR
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    LASSO-penalized priors
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    Gibbs sampler
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    autoregressive error
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    regression model
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