Quantile regression via the EM algorithm

DOI10.1080/03610918.2012.746980MaRDI QIDQ2876134zbMATH OpenOpenAlexFDO

Authors Yinghui Zhou, Zhongxin Ni, Yong Li

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

MM algorithmasymmetric Laplace distributiongeneralized inverse Gaussian distributiongeneralized EM algorithmnormal-variance--mean mixture

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
• An interior point algorithm for nonlinear quantile regression
• Bayesian quantile regression
• Gibbs sampling methods for Bayesian quantile regression
• Improving the EM Algorithm
• Normal Variance-Mean Mixtures and z Distributions
• On the convergence properties of the EM algorithm
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Regression Quantiles
• The EM Algorithm and Extensions, 2E

Cited in

(20)

• A gradient search maximization algorithm for the asymmetric Laplace likelihood
• Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution
• Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula
• Quantile regression for massive data set
• Quantile regression using RJMCMC algorithm
• The expectation-maximization approach for Bayesian quantile regression
• scientific article; zbMATH DE number 7247660 (Why is no real title available?)
• A non-iterative posterior sampling algorithm for linear quantile regression model
• Estimation of linear composite quantile regression using EM algorithm
• Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
• Maximum likelihood estimation for quantile autoregression models with Markovian switching
• Turán problems for \(k\)-geodetic digraphs
• Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
• Robust quantile regression using a generalized class of skewed distributions
• Quantile regression for linear models with autoregressive errors using EM algorithm
• Linear quantile regression based on EM algorithm
• Mixed effect modelling and variable selection for quantile regression
• Markov switching quantile regression models with time-varying transition probabilities
• Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions
• Quantile regression in linear mixed models: a stochastic approximation EM approach

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