DSpace at EWHA: Bayesian variable selection in binary quantile regression

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DC Field	Value	Language
dc.contributor.author	소병수	-
dc.contributor.author	오만숙	-
dc.date.accessioned	2016-08-29T12:08:45Z	-
dc.date.available	2016-08-29T12:08:45Z	-
dc.date.issued	2016	-
dc.identifier.issn	0167-7152	-
dc.identifier.other	OAK-19125	-
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/231803	-
dc.description.abstract	We propose a simple Bayesian variable selection method in binary quantile regression. Our method computes the Bayes factors of all candidate models simultaneously based on a single set of MCMC samples from a model that encompasses all candidate models. The method deals with multicollinearity problems and variable selection under constraints. © 2016	-
dc.language	English	-
dc.publisher	Elsevier B.V.	-
dc.subject	Bayes factor	-
dc.subject	Bayesian model selection	-
dc.subject	Markov chain Monte Carlo	-
dc.subject	Quantile regression	-
dc.title	Bayesian variable selection in binary quantile regression	-
dc.type	Article	-
dc.relation.volume	118	-
dc.relation.index	SCIE	-
dc.relation.index	SCOPUS	-
dc.relation.startpage	177	-
dc.relation.lastpage	181	-
dc.relation.journaltitle	Statistics and Probability Letters	-
dc.identifier.doi	10.1016/j.spl.2016.07.001	-
dc.identifier.wosid	WOS:000381839500026	-
dc.identifier.scopusid	2-s2.0-84979633670	-
dc.author.google	Oh M.-S.	-
dc.author.google	Park E.S.	-
dc.author.google	So B.-S.	-
dc.contributor.scopusid	소병수(7005199584)	-
dc.contributor.scopusid	오만숙(7201600334)	-
dc.date.modifydate	20230411111253	-