Bayesian reciprocal LASSO quantile regression

DOI10.1080/03610918.2020.1804585OpenAlexW3082250984MaRDI QIDQ5055140

Rahim Alhamzawi, Himel Mallick

Publication date: 13 December 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1804585

zbMATH Keywords

quantile regressionvariable selectionMCMCBayesian regularizationnonlocal priorsreciprocal Lasso

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

The reciprocal Bayesian bridge for left-censored data

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