Quantile Regression via the EM Algorithm

DOI10.1080/03610918.2012.746980zbMath1462.62205OpenAlexW2073259699MaRDI QIDQ2876134

Yong Li, Yinghui Zhou, Zhongxin Ni

Publication date: 18 August 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.746980

zbMATH Keywords

asymmetric Laplace distributionMM algorithmgeneralized inverse Gaussian distributiongeneralized EM algorithmnormal-variance--mean mixture

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items

Estimation of linear composite quantile regression using EM algorithm, Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution, Maximum likelihood estimation for quantile autoregression models with Markovian switching, A non-iterative posterior sampling algorithm for linear quantile regression model, Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions, Markov switching quantile regression models with time-varying transition probabilities, Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula

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