A Bayesian Variable Selection Method for Spatial Autoregressive Quantile Models
In this paper, a Bayesian variable selection method for spatial autoregressive (SAR) quantile models is proposed on the basis of spike and slab prior for regression parameters. The SAR quantile models, which are more generalized than SAR models and quantile regression models, are specified by adopti...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-02-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/4/987 |