Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression

DOI10.1016/j.csda.2017.06.002zbMath1466.62211OpenAlexW2702533159MaRDI QIDQ1658381

Liming Xiang, Shangshan Wang

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10220/43534

zbMATH Keywords

robustnessEM algorithmasymmetric Laplace distributioncomposite quantile regressionmixture regression model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Related Items (2)

Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization ⋮ Optimal subsampling for composite quantile regression in big data

Cites Work

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