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Bayesian Tobit quantile regression using<i>g</i>-prior distribution with ridge parameter

Bayesian Tobit quantile regression using<i>g</i>-prior distribution with ridge parameter

A Bayesian approach is proposed for coefficient estimation in the Tobit quantile regression model. The proposed approach is based on placing a g-prior distribution depends on the quantile level on the regression coefficients. The prior is generalized by introducing a ridge parameter to address important challenges that may arise with …