Bayesian regularized quantile structural equation models

DOI10.1016/j.jmva.2016.11.002zbMath1352.62094WikidataQ58611404 ScholiaQ58611404MaRDI QIDQ730442

D. Kharzeev

Publication date: 28 December 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.11.002

zbMATH Keywords

quantile regression; Markov chain Monte Carlo methods; structural equation model; Bayesian lasso

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62F15: Bayesian inference

Uses Software

• RcppArmadillo