Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors

DOI10.1080/03610926.2022.2150054MaRDI QIDQ6541121FDOQ6541121

Authors: Amir Aghamohammadi, Maryam Bahmani 

Publication date: 17 May 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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