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This research aims to enhance covariate selection and estimation in expectile regression using Bayesian methods.

Bayesian Lasso and adaptive Lasso expectile regression

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Randomized trial demonstrates effective covariate selection in expectile regression, indicating potential improvements over existing methods.

This research aims to enhance covariate selection and estimation in expectile regression using Bayesian methods.
Developed Bayesian Lasso and adaptive Lasso approaches for expectile regression.
Implemented Gibbs sampling algorithms for posterior inference.
Illustrated methods using simulation studies and real data sets.
Proposed methods showed superior performance in various simulation scenarios.
Real data analyses demonstrated effective covariate selection with Bayesian approaches.

Rahim Alhamzawi (2026) studied this question.

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Randomized trial demonstrates effective covariate selection in expectile regression, indicating potential improvements over existing methods.