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Bayesian variable selection in quantile regression using the Savage-Dickey density ratio - MaRDI portal

Bayesian variable selection in quantile regression using the Savage-Dickey density ratio (Q530387)

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scientific article; zbMATH DE number 6607826
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Bayesian variable selection in quantile regression using the Savage-Dickey density ratio
scientific article; zbMATH DE number 6607826

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    Bayesian variable selection in quantile regression using the Savage-Dickey density ratio (English)
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    29 July 2016
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    Markov chain Monte Carlo
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    asymmetric Laplace distribution
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    Bayesian model selection
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    Bayes factor
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