Bayesian variable selection in quantile regression using the Savage-Dickey density ratio

DOI10.1016/j.jkss.2016.01.006zbMath1342.62035OpenAlexW2290176507MaRDI QIDQ530387

Jungsoon Choi, Eun Sug Park, Man-Suk Oh

Publication date: 29 July 2016

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.01.006

zbMATH Keywords

Markov chain Monte CarloBayes factorBayesian model selectionasymmetric Laplace distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Related Items (1)

Bayesian variable selection in binary quantile regression

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