Browsing Mathematics, Statistics, and Physics by Subject "Variable selection"
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A novel Bayesian method for variable selection and estimation in binary quantile regression
(John Wiley & Sons, Ltd, 2022-07-03)In this paper, we develop a Bayesian hierarchical model and associated computation strategy for simultaneously conducting parameter estimation and variable selection in binary quantile regression. We specify customary ... -
Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
(Springer Science and Business Media Deutschland GmbH, 2022-01-19)Asymmetric Laplace (AL) specification has become one of the ideal statistical models for Bayesian quantile regression. In addition to fast convergence of Markov Chain Monte Carlo, AL specification guarantees posterior ...