Variable selection for quantile autoregressive model: Bayesian methods versus classical methods

DOI10.1080/02664763.2023.2178642MaRDI QIDQ6571997FDOQ6571997

Authors: Bo Peng, Kai Yang, Xiaogang Dong 

Publication date: 12 July 2024

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

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