Bayesian LASSO-Regularized Weighted Composite Quantile Regression

TIAN Yuzhu; TIAN Maozai

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PDF(470 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2021, Vol. 37 ›› Issue (4) : 390-404. DOI: 10.3969/j.issn.1001-4268.2021.04.005
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Bayesian LASSO-Regularized Weighted Composite Quantile Regression

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