Robust Bayesian regularized estimation based on \(t\) regression model

DOI10.1155/2015/989412zbMath1426.62212OpenAlexW1959569191WikidataQ59114246 ScholiaQ59114246MaRDI QIDQ1657886

Weihua Zhao, Zean Li

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/989412

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Uses Software

• alr3

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
• \(\ell_{1}\)-penalization for mixture regression models
• Bayesian adaptive Lasso
• Heteroscedasticity diagnostics for \(t\) linear regression models
• Composite quantile regression and the oracle model selection theory
• Asymptotics for Lasso-type estimators.
• Least angle regression. (With discussion)
• Penalized regression, standard errors, and Bayesian Lassos
• Bayesian regularized quantile regression
• The Bayesian Lasso
• Bayesian lasso regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Adaptive Rejection Sampling for Gibbs Sampling
• Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
• Model Selection and Estimation in Regression with Grouped Variables