Fully Bayesian \(L_{1/2}\)-penalized linear quantile regression analysis with autoregressive errors (Q2191184)

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Fully Bayesian \(L_{1/2}\)-penalized linear quantile regression analysis with autoregressive errors
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    Fully Bayesian \(L_{1/2}\)-penalized linear quantile regression analysis with autoregressive errors (English)
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    24 June 2020
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    autoregressive error
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    Bayesian quantile regression
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    generalized Gaussian distribution
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    Gibbs sampler
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    \(L_{1/2}\) penalty
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