Conjugate priors and variable selection for Bayesian quantile regression (Q1800091)

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Conjugate priors and variable selection for Bayesian quantile regression
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    Conjugate priors and variable selection for Bayesian quantile regression (English)
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    19 October 2018
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    asymmetric Laplace distribution
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    \(g\)-prior
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    Gibbs sampler
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    model selection
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    quantile regression
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