Bayesian variable selection and estimation in maximum entropy quantile regression (Q5138530)

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scientific article; zbMATH DE number 7282037
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    Bayesian variable selection and estimation in maximum entropy quantile regression
    scientific article; zbMATH DE number 7282037

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      Bayesian variable selection and estimation in maximum entropy quantile regression (English)
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      4 December 2020
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      maximum entropy quantile regression
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      Bayesian Lasso
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      Bayesian adaptive Lasso
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      most probable model
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      asymmetric Laplace distribution
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      Gibbs sampler
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