Bayesian variable selection in quantile regression

DOI10.4310/SII.2013.v6.n2.a9zbMath1327.62135OpenAlexW2327270616MaRDI QIDQ897179

David B. Dunson, Cathy W. S. Chen, Craig Reed, Ke-ming Yu

Publication date: 17 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2013.v6.n2.a9

zbMATH Keywords

riskGibbs samplingmodel averagingextremesstochastic search variable selectionasymmetric Laplace

Mathematics Subject Classification ID

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