Estimation of spatial quantile autoregressive model via EM algorithm

MaRDI QIDQ2991191zbMATH OpenFDO

Authors Yanke Wu, Maozai Tian

Publication date 10 August 2016

zbMATH Keywords

asymmetric Laplace distributionEM algorithmspatial quantile autoregressive

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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Cited in

(1)

• Quantile regression for linear models with autoregressive errors using EM algorithm

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