Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (Q5107502)
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scientific article; zbMATH DE number 7193876
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English | Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation |
scientific article; zbMATH DE number 7193876 |
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Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation (English)
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27 April 2020
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QR analysis
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Bayesian penalty
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bridge regression
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autoregressive (AR) perturbation
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GGD prior
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joint hierarchical model
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