Conjugate priors and variable selection for Bayesian quantile regression

DOI10.1016/j.csda.2012.01.014zbMath1468.62015OpenAlexW1969227401MaRDI QIDQ1800091

Rahim Alhamzawi, Ke-ming Yu

Publication date: 19 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.01.014

zbMATH Keywords

model selectionquantile regressionGibbs samplerasymmetric Laplace distribution\(g\)-prior

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

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Uses Software

• R
• quantreg
• AS 229

Cites Work

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