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Bayesian variable selection and estimation in maximum entropy quantile regression - MaRDI portal

Bayesian variable selection and estimation in maximum entropy quantile regression (Q5138530)

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scientific article; zbMATH DE number 7282037
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Bayesian variable selection and estimation in maximum entropy quantile regression
scientific article; zbMATH DE number 7282037

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    Bayesian variable selection and estimation in maximum entropy quantile regression (English)
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    4 December 2020
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    maximum entropy quantile regression
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    Bayesian Lasso
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    Bayesian adaptive Lasso
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    most probable model
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    asymmetric Laplace distribution
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    Gibbs sampler
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