Mixtures of quantile regressions

DOI10.1016/j.csda.2014.04.014zbMath1468.62211OpenAlexW1964859185MaRDI QIDQ1660201

Weixin Yao, Qiang Wu

Publication date: 15 August 2018

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

Full work available at URL: http://www.escholarship.org/uc/item/4162c42h

zbMATH Keywords

EM algorithmquantile regressionmultiple imputationkernel density estimationmixture modelsemi-parametric model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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A clusterwise nonlinear regression algorithm for interval-valued data ⋮ Hidden semi-Markov-switching quantile regression for time series ⋮ The robust EM-type algorithms for log-concave mixtures of regression models ⋮ Editorial: The third special issue on advances in mixture models ⋮ Simultaneous Semiparametric Estimation of Clustering and Regression ⋮ Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution ⋮ An overview of semiparametric extensions of finite mixture models

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