Bayesian empirical likelihood for ridge and Lasso regressions

DOI10.1016/j.csda.2020.106917WikidataQ126329669 ScholiaQ126329669MaRDI QIDQ2305317

Adel Bedoui, Nicole A. Lazar

Publication date: 10 March 2020

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

Full work available at URL: https://doi.org/10.1016/j.csda.2020.106917

zbMATH Keywords

ridge regression; Bayesian inference; empirical likelihood; MCMC; Lasso regression

Mathematics Subject Classification ID

62-XX: Statistics

Related Items

Bayesian elastic net based on empirical likelihood, Bayesian empirical likelihood inference and order shrinkage for autoregressive models

Uses Software

• lars
• ElemStatLearn
• ISLR

Cites Work

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