Prior conditioned on scale parameter for Bayesian quantile LASSO and its generalizations (Q2073550)

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scientific article; zbMATH DE number 7468423
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    Prior conditioned on scale parameter for Bayesian quantile LASSO and its generalizations
    scientific article; zbMATH DE number 7468423

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      Prior conditioned on scale parameter for Bayesian quantile LASSO and its generalizations (English)
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      2 February 2022
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      asymmetric Laplace density
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      Bayesian quantile LASSO
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      bridge regression
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      group LASSO
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      posterior propriety
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