Bayesian Lasso binary quantile regression (Q2259357): Difference between revisions

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+Power prior elicitation in Bayesian quantile regression
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+Conjugate priors and variable selection for Bayesian quantile regression
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+Bayesian adaptive Lasso quantile regression
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Bayesian analysis of a Tobit quantile regression model
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+Approximate Bayesian inference for quantiles
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+Exact computation of max weighted score estimators
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+Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
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+Quantile regression for longitudinal data
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+Regression Quantiles
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+Goodness of Fit and Related Inference Processes for Quantile Regression
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+Gibbs sampling methods for Bayesian quantile regression
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+Error analysis for small angle neutron scattering datasets using Bayesian inference
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+Maximum score estimation of the stochastic utility model of choice
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+Generating Random Variates Using Transformations with Multiple Roots
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+The Bayesian Lasso
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+Bayesian quantile inference
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+Bayesian quantile regression
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+The Adaptive Lasso and Its Oracle Properties
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