Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula

DOI10.1007/s10260-022-00629-2OpenAlexW4221093363MaRDI QIDQ2111317

T. Baghfalaki, Mojtaba Ganjali, S. Ghasemzadeh

Publication date: 13 January 2023

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-022-00629-2

zbMATH Keywords

bootstrapEM algorithmquantile regressionasymmetric Laplace distributionGaussian copulamonotone equivariance property

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• qrcm

Cites Work

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• Quantiles for Counts
• Longitudinal Data Analysis
• Bayesian quantile regression

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