Linear Quantile Regression Based on EM Algorithm

DOI10.1080/03610926.2013.766339zbMath1302.62160OpenAlexW2059416780MaRDI QIDQ2931549

Yu-Zhu Tian, Qian-Qian Zhu, Mao-Zai Tian

Publication date: 26 November 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.766339

zbMATH Keywords

EM algorithmquantile regressionbootstrap confidence intervalasymmetric Laplace distribution (ALD)

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05)

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Cites Work

• Quasi-maximum likelihood estimation for conditional quantiles
• Bayesian analysis of a Tobit quantile regression model
• Hierarchical linear regression models for conditional quantiles
• Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
• Censored regression quantiles
• An interior point algorithm for nonlinear quantile regression
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Regression Quantiles
• Direct Calculation of the Information Matrix via the EM Algorithm
• Bayesian quantile inference
• Bayesian Spatial Quantile Regression
• Gibbs sampling methods for Bayesian quantile regression
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• Bayesian quantile regression

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