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

DOI10.1080/03610926.2022.2150054MaRDI QIDQ6541121zbMATH OpenFDO

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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