Bayesian variable selection and estimation based on asymmetric squared loss in high dimensions

DOI10.1007/S00180-025-01687-2MaRDI QIDQ6878804zbMATH OpenFDO

Authors Xiangyu Shi, Xiangyang Xu, Rui-Yuan Cao, Tianfa Xie

Publication date 5 January 2026

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

heteroscedasticityparameter estimationvariable selectionBayesian methodasymmetric least squares regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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