Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors

DOI10.1080/03610918.2017.1397166OpenAlexW2774470564MaRDI QIDQ5086189FDOQ5086189

Authors: Si-Lian Shen, Ge Lu, Man-Lai Tang, Yuzhu Tian, Maozai Tian 

Publication date: 1 July 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1397166

zbMATH Keywords

regression modelGibbs samplerautoregressive errorBayesian QRLASSO-penalized priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited In (5)

• Bayesian adaptive Lasso quantile regression
• M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
• Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation

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