The following pages link to Bayesian adaptive Lasso (Q743993):
Displayed 33 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- Bayesian regularized quantile structural equation models (Q730442) (← links)
- Computation for intrinsic variable selection in normal regression models via expected-posterior prior (Q892429) (← links)
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
- Robust Bayesian regularized estimation based on \(t\) regression model (Q1657886) (← links)
- Bayesian group bridge for bi-level variable selection (Q1658425) (← links)
- Estimation and variable selection for proportional response data with partially linear single-index models (Q1659464) (← links)
- The Bayesian adaptive Lasso regression (Q1711960) (← links)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
- Constrained estimation using penalization and MCMC (Q2116360) (← links)
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates (Q2226698) (← links)
- A novel Bayesian approach for variable selection in linear regression models (Q2291315) (← links)
- Nonparametric additive beta regression for fractional response with application to body fat data (Q2329907) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
- Distributed Bayesian posterior voting strategy for massive data (Q2696714) (← links)
- Laplace Error Penalty-based Variable Selection in High Dimension (Q2949868) (← links)
- Bayesian Deep Net GLM and GLMM (Q3391454) (← links)
- Bayesian bridge regression (Q5035746) (← links)
- Bayesian tobit quantile regression with penalty (Q5084951) (← links)
- Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models (Q5086169) (← links)
- A new Gibbs sampler for Bayesian lasso (Q5086323) (← links)
- Spike-and-slab type variable selection in the Cox proportional hazards model for high-dimensional features (Q5092986) (← links)
- Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
- Semi-parametric expected shortfall forecasting in financial markets (Q5106839) (← links)
- Bayesian variable selection and estimation in maximum entropy quantile regression (Q5138530) (← links)
- Balanced Bayesian LASSO for heavy tails (Q5222397) (← links)
- Bayesian empirical likelihood and variable selection for censored linear model with applications to acute myelogenous leukemia data (Q5228124) (← links)
- Bayesian penalized model for classification and selection of functional predictors using longitudinal MRI data from ADNI (Q5880142) (← links)
- Comparing Bayesian variable selection to Lasso approaches for applications in psychology (Q6080774) (← links)
- Variational inference for Bayesian bridge regression (Q6089223) (← links)