Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
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Publication:5107502
DOI10.1080/00949655.2019.1644514OpenAlexW2962898588MaRDI QIDQ5107502
Man-Lai Tang, Liyong Wang, Mao-Zai Tian, Yu-Zhu Tian
Publication date: 27 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2019.1644514
bridge regressionQR analysisautoregressive (AR) perturbationBayesian penaltyGGD priorjoint hierarchical model
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