Bayesian quantile regression using the skew exponential power distribution (Q1663095)

scientific article; zbMATH DE number 6921195

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English	Bayesian quantile regression using the skew exponential power distribution	scientific article; zbMATH DE number 6921195

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scholarly article

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title

Bayesian quantile regression using the skew exponential power distribution (English)

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Computational Statistics and Data Analysis

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publication date

21 August 2018

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zbMATH Keywords

Bayesian quantile regression

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skew exponential power distribution

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asymmetric Laplace distribution

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Lasso

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MCMC

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describes a project that uses

GMRFLib

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.csda.2018.04.008

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cites work

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Identifiers

zbMATH Open document ID

1469.62022

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Mathematics Subject Classification ID

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10.1016/J.CSDA.2018.04.008

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Sitelinks

Mathematics(1 entry)

mardi Publication:1663095