Bayesian regularized quantile structural equation models

DOI10.1016/J.JMVA.2016.11.002zbMATH Open1352.62094OpenAlexW2555487448WikidataQ58611404 ScholiaQ58611404MaRDI QIDQ730442FDOQ730442

Authors: 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

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zbMATH Keywords

quantile regressionstructural equation modelMarkov chain Monte Carlo methodsBayesian lasso

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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Cited In (3)

• Shrinkage priors for Bayesian penalized regression
• Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
• Variational inference on a Bayesian adaptive lasso Tobit quantile regression model

Uses Software

• RcppArmadillo

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