Bayesian quantile regression based on the empirical likelihood with spike and slab priors

DOI10.1214/15-BA975zbMath1357.62181OpenAlexW1849470125MaRDI QIDQ516514

Yunxiao Li, Ruibin Xi, Yiming Hu

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1444396540

zbMATH Keywords

consistencymodel selectionGibbs samplerempirical processoracle property

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

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