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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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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