Linear quantile regression based on EM algorithm
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Cites work
- A Three-Parameter Asymmetric Laplace Distribution and Its Extension
- An interior point algorithm for nonlinear quantile regression
- Bayesian analysis of a Tobit quantile regression model
- Bayesian quantile inference
- Bayesian quantile regression
- Bayesian spatial quantile regression
- Censored regression quantiles
- Direct Calculation of the Information Matrix via the EM Algorithm
- Gibbs sampling methods for Bayesian quantile regression
- Hierarchical linear regression models for conditional quantiles
- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quasi-maximum likelihood estimation for conditional quantiles
- Regression Quantiles
Cited in
(33)- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
- Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution
- A novel Bayesian computational approach for bridge-randomized quantile regression in high dimensional models
- Quantile regression for massive data set
- The expectation-maximization approach for Bayesian quantile regression
- General composite quantile regression: Theory and methods
- Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
- Bayesian adaptive Lasso quantile regression with non-ignorable missing responses
- A non-iterative posterior sampling algorithm for linear quantile regression model
- Estimation of spatial quantile autoregressive model via EM algorithm
- Estimation of linear composite quantile regression using EM algorithm
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
- Maximum likelihood estimation for quantile autoregression models with Markovian switching
- Change point detection using Bayesian adaptive LASSO quantile regression
- Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
- Bayesian bridge-randomized penalized quantile regression
- Likelihood-based quantile autoregressive distributed lag models and its applications
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- Joint composite quantile regression modeling analysis of multivariate longitudinal data with its application to A liver cirrhosis dataset
- A Bayesian conditional model for bivariate mixed ordinal and skew continuous longitudinal responses using quantile regression
- Robust quantile regression using a generalized class of skewed distributions
- An effective method to reduce the computational complexity of composite quantile regression
- Quantile regression for linear models with autoregressive errors using EM algorithm
- Quantile regression via the EM algorithm
- PDE-regularised spatial quantile regression
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach
- Markov switching quantile regression models with time-varying transition probabilities
- Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions
- Quantile regression in linear mixed models: a stochastic approximation EM approach
- Bayesian quantile semiparametric mixed-effects double regression models
- Joint conditional quantiles inference of multivariate response regression model with VAR(q) error and its application in evaluating energy efficiency
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm
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