ALHAMZAWI, R.; YU, K.; BENOIT, D. F. - Faculteit Economie en Bedrijfskunde, Universiteit Gent - 2011
adaptive Lasso quantile regression (BALQR) from a Bayesian perspective. The method extends the Bayesian Lasso quantile … regression by allowing different penalization parameters for different regression coefficients. Inverse gamma prior distributions …