Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation

DOI10.1080/00949655.2019.1644514OpenAlexW2962898588MaRDI QIDQ5107502

Man-Lai Tang, Liyong Wang, Mao-Zai Tian, Yu-Zhu Tian

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1644514

zbMATH Keywords

bridge regressionQR analysisautoregressive (AR) perturbationBayesian penaltyGGD priorjoint hierarchical model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

On the semi-varying coefficient dynamic panel data model with autocorrelated errors ⋮ Bayesian variable selection and estimation in quantile regression using a quantile-specific prior

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