Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection

DOI10.1016/j.cam.2023.115192OpenAlexW4323664446MaRDI QIDQ6169779

Unnamed Author, ZhouPing Yin, Ke-ming Yu

Publication date: 12 July 2023

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2023.115192

zbMATH Keywords

Bayesian inferencevariable selectionbig datascale mixtures of normalsnormal-inverse-gamma (\textit{NIG})quantile regression (\textit{QR})

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

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