Estimation of linear composite quantile regression using EM algorithm
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Cites work
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- Bayesian Tobit quantile regression with single-index models
- Bayesian analysis of quantile regression for censored dynamic panel data
- Bayesian hypothesis testing in latent variable models
- Bayesian quantile regression
- Bayesian spatial quantile regression
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Composite quantile regression and the oracle model selection theory
- Direct Calculation of the Information Matrix via the EM Algorithm
- Gibbs sampling methods for Bayesian quantile regression
- Linear quantile regression based on EM algorithm
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- Oracle model selection for nonlinear models based on weighted composite quantile regression
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Quantile regression via the EM algorithm
- Regression Quantiles
- Semiparametric hierarchical composite quantile regression
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
- Weighted composite quantile regression estimation of DTARCH models
Cited in
(15)- An efficient estimation for the parameter in additive partially linear models with missing covariates
- Composite quantile regression for massive datasets
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data
- Optimal subsampling algorithms for composite quantile regression in massive data
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- Single-index composite quantile regression for ultra-high-dimensional data
- Single-index composite quantile regression for massive data
- Quantile regression for linear models with autoregressive errors using EM algorithm
- Adaptive quantile regressions for massive datasets
- Quantile regression via the EM algorithm
- Linear quantile regression based on EM algorithm
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
- Weighted composite quantile regression for partially linear varying coefficient models
- Regression estimation via information-weighted composite models with different dimensions
- Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies
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