A class of finite mixture of quantile regressions with its applications

DOI10.1080/02664763.2015.1094035OpenAlexW2188062573MaRDI QIDQ5138072

Man-Lai Tang, Mao-Zai Tian, Yu-Zhu Tian

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2015.1094035

zbMATH Keywords

EM algorithmasymmetric Laplace distributionhierarchical likelihoodfinite mixture of quantile regressions

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution

Uses Software

• bootstrap

Cites Work

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