Focused model selection in quantile regression
نویسندگان
چکیده
منابع مشابه
Model selection in quantile regression models
Lasso methods are regularization and shrinkage methods widely used for subset selection and estimation in regression problems. From a Bayesian perspective, the Lasso-type estimate can be viewed as a Bayesian posterior mode when specifying independent Laplace prior distributions for the coefficients of independent variables (Park and Casella, 2008). A scale mixture of normal priors can also prov...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2014
ISSN: 1017-0405
DOI: 10.5705/ss.2012.097