Bayesian LASSO-regularized weighted composite quantile regression

zbMATH Open1485.62051MaRDI QIDQ5075205FDOQ5075205

Authors: Yuzhu Tian, Maozai Tian 

Publication date: 10 May 2022

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

Recommendations

• Bayesian composite quantile regression
• Gibbs sampler algorithm of Bayesian weighted composite quantile regression
• Bayesian regularized regression based on composite quantile method
• Bayesian regularized quantile regression
• Bayesian Lasso binary quantile regression

zbMATH Keywords

Bayesian hierarchical modelquantile regression (QR)LASSO penaltyMCMC samplerWCQR

Mathematics Subject Classification ID

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

Cited In (5)

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

This page was built for publication: Bayesian LASSO-regularized weighted composite quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5075205)