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)

Full work available at URL https://doi.org/10.1007/S00180-025-01687-2

zbMATH Keywords

asymmetric least squares regressionBayesian methodheteroscedasticityparameter estimationvariable selection

Mathematics Subject Classification ID

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

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