View : 323 Download: 0

Full metadata record

DC Field Value Language
dc.contributor.author오만숙-
dc.date.accessioned2016-08-29T12:08:07Z-
dc.date.available2016-08-29T12:08:07Z-
dc.date.issued2016-
dc.identifier.issn1226-3192-
dc.identifier.otherOAK-16551-
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/231123-
dc.description.abstractIn this paper we propose a Bayesian variable selection method in quantile regression based on the Savage-Dickey density ratio of Dickey (1976). The Bayes factor of a model containing a subset of variables against an encompassing model is given as the ratio of the marginal posterior and the marginal prior density of the corresponding subset of regression coefficients under the encompassing model. Posterior samples are generated from the encompassing model via a Gibbs sampling algorithm and the Bayes factors of all candidate models are computed simultaneously using one set of posterior samples from the encompassing model. The performance of the proposed method is investigated via simulation examples and real data sets. © 2016.-
dc.languageEnglish-
dc.publisherKorean Statistical Society-
dc.subjectAsymmetric Laplace distribution-
dc.subjectBayes factor-
dc.subjectBayesian model selection-
dc.subjectMarkov chain Monte Carlo-
dc.subjectPrimary-
dc.subjectSecondary-
dc.titleBayesian variable selection in quantile regression using the Savage-Dickey density ratio-
dc.typeArticle in Press-
dc.relation.indexSCIE-
dc.relation.indexSCOPUS-
dc.relation.indexKCI-
dc.relation.journaltitleJournal of the Korean Statistical Society-
dc.identifier.doi10.1016/j.jkss.2016.01.006-
dc.identifier.scopusid2-s2.0-84959235151-
dc.author.googleOh M.-S.-
dc.author.googleChoi J.-
dc.author.googlePark E.S.-
dc.contributor.scopusid오만숙(7201600334)-
dc.date.modifydate20210929143409-
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
Files in This Item:
There are no files associated with this item.
Export
RIS (EndNote)
XLS (Excel)
XML


qrcode

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

BROWSE