Bayesian regularized quantile structural equation models

DOI10.1016/j.jmva.2016.11.002zbMath1352.62094OpenAlexW2555487448WikidataQ58611404 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 regressionMarkov chain Monte Carlo methodsstructural equation modelBayesian lasso

Mathematics Subject Classification ID

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

Related Items

Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models, Shrinkage priors for Bayesian penalized regression

Uses Software

• RcppArmadillo

Cites Work

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