Mixtures of quantile regressions

DOI10.1016/j.csda.2014.04.014zbMath1468.62211MaRDI QIDQ1660201

Weixin Yao, Qiang Wu

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://www.escholarship.org/uc/item/4162c42h

zbMATH Keywords

EM algorithm; quantile regression; multiple imputation; kernel density estimation; mixture model; semi-parametric model

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Simultaneous Semiparametric Estimation of Clustering and Regression, Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution, Hidden semi-Markov-switching quantile regression for time series, The robust EM-type algorithms for log-concave mixtures of regression models, Editorial: The third special issue on advances in mixture models, A clusterwise nonlinear regression algorithm for interval-valued data, An overview of semiparametric extensions of finite mixture models

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