Bayesian regularized regression based on composite quantile method

DOI10.1007/s10255-016-0579-4zbMath1343.62030MaRDI QIDQ287904

Weihua Zhao, Ri-quan Zhang, Ya-zhao Lü, Ji-cai Liu

Publication date: 23 May 2016

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-016-0579-4

zbMATH Keywords

Gibbs samplervariable selectionLassocomposite quantile regressionadaptive Lasso

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

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