The Bayesian regularized quantile varying coefficient model
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Publication:6096659
DOI10.1016/j.csda.2023.107808arXiv2306.11880MaRDI QIDQ6096659
Jie Ren, Cen Wu, Shuangge Ma, Fei Zhou
Publication date: 15 September 2023
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2306.11880
robustness; Markov chain Monte Carlo; quantile regression; varying coefficient model; Bayesian variable selection
62-08: Computational methods for problems pertaining to statistics