Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula

DOI10.1007/S10260-022-00629-2OpenAlexW4221093363MaRDI QIDQ2111317FDOQ2111317

Authors: S. Ghasemzadeh, M. Ganjali, T. Baghfalaki 

Publication date: 13 January 2023

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-022-00629-2

zbMATH Keywords

bootstrapEM algorithmGaussian copulaquantile regressionasymmetric Laplace distributionmonotone equivariance property

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Title not available (Why is that?)
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• An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
• Longitudinal Data Analysis
• Fitting and comparison of models for multivariate ordinal outcomes
• Total loss estimation using copula-based regression models
• Bayesian quantile regression for longitudinal data models
• Bayesian quantile regression for ordinal models
• Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
• Bayesian quantile regression for ordinal longitudinal data
• Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data
• Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
• Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
• A Bayesian conditional model for bivariate mixed ordinal and skew continuous longitudinal responses using quantile regression

Cited In (1)

• Gaussian copula based composite quantile regression in semivarying models with longitudinal data

Uses Software

• qrcm

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