Bayesian variable selection and estimation in quantile regression using a quantile-specific prior

DOI10.1007/S00180-021-01181-5zbMath1505.62114OpenAlexW4205369980MaRDI QIDQ2155021

Keying Ye, Souparno Ghosh, Min Wang, Mai Dao

Publication date: 15 July 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01181-5

zbMATH Keywords

importance samplingquantile regressionGibbs samplervariable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Uses Software

• quantreg
• mboost
• Brq

Cites Work

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