Brq: an R package for Bayesian quantile regression

DOI10.1007/S40300-020-00190-6zbMath1458.62007OpenAlexW3095596615MaRDI QIDQ2221223

Haithem Taha Mohammad Ali, Rahim Alhamzawi

Publication date: 26 January 2021

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-020-00190-6

zbMATH Keywords

prior elicitationLassoadaptive LassoTobitBayesian quantile

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Software, source code, etc. for problems pertaining to statistics (62-04) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (3)

Bayesian variable selection and estimation in quantile regression using a quantile-specific prior ⋮ Quantile regression neural networks: a Bayesian approach ⋮ Brq

Uses Software

• R
• lqmm
• AS 229

Cites Work

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• Comment on: ``Local quantile regression

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