Bayesian LASSO-regularized weighted composite quantile regression

MaRDI QIDQ5075205zbMATH OpenFDO

Authors Yuzhu Tian, Maozai Tian

Publication date 10 May 2022

Full work available at URL http://aps.ecnu.edu.cn/EN/abstract/abstract9403.shtml

zbMATH Keywords

Bayesian hierarchical modelLASSO penaltyMCMC samplerquantile regression (QR)WCQR

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(5)

• Bayesian regularized regression based on composite quantile method
• Bayesian adaptive Lasso quantile regression
• Bayesian reciprocal LASSO quantile regression
• Gibbs sampler algorithm of Bayesian weighted composite quantile regression
• Bayesian composite quantile regression

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