Conjugate priors and variable selection for Bayesian quantile regression

Author:

Alhamzawi Rahim,Yu Keming

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference48 articles.

1. A-g reference informative prior: a note on Zeliner’s g-prior;Agliari;The Statistician,1988

2. Variable selection in quantile regression via Gibbs sampling;Alhamzawi;Journal of Applied Statistics,2011

3. Prior elicitation for mixed quantile regression with an allometric model;Alhamzawi;Environmetrics,2011

4. Scale mixtures of normal distributions;Andrews;Journal of the Royal Statistical Society. Series B,1974

5. Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics;Barndorff-Nielsen;Journal of the Royal Statistical Society. Series B,2001

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