Benoit, Dries; Alhamzawi, Rahim; Yu, Keming - In: Computational Statistics 28 (2013) 6, pp. 2861-2873
In this paper, a Bayesian hierarchical model for variable selection and estimation in the context of binary quantile regression is proposed. Existing approaches to variable selection in a binary classification context are sensitive to outliers, heteroskedasticity or other anomalies of the latent...