Prior conditioned on scale parameter for Bayesian quantile LASSO and its generalizations

DOI10.4310/21-SII666MaRDI QIDQ2073550

Dongchu Sun, Zhongheng Cai

Publication date: 2 February 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

posterior proprietyasymmetric Laplace densitybridge regressiongroup LASSOBayesian quantile LASSO

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Approximate Gibbs sampler for Bayesian Huberized lasso

This page was built for publication: Prior conditioned on scale parameter for Bayesian quantile LASSO and its generalizations