Estimation of linear composite quantile regression using EM algorithm
From MaRDI portal
Publication:310670
DOI10.1016/J.SPL.2016.05.019zbMath1398.62184OpenAlexW2410962349MaRDI QIDQ310670
Qian-Qian Zhu, Mao-Zai Tian, Yu-Zhu Tian
Publication date: 8 September 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.05.019
EM algorithmBayesian information criterionAkaike's information criterioncomposite quantile regressionCALD
Related Items (10)
An efficient estimation for the parameter in additive partially linear models with missing covariates ⋮ Single-index composite quantile regression for ultra-high-dimensional data ⋮ Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression ⋮ Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies ⋮ Composite quantile regression for massive datasets ⋮ Optimal subsampling algorithms for composite quantile regression in massive data ⋮ Single-index composite quantile regression for massive data ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Robust communication-efficient distributed composite quantile regression and variable selection for massive data ⋮ Adaptive quantile regressions for massive datasets
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
- Bayesian hypothesis testing in latent variable models
- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Composite quantile regression and the oracle model selection theory
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Bayesian analysis of quantile regression for censored dynamic panel data
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
- Quantile Regression via the EM Algorithm
- Linear Quantile Regression Based on EM Algorithm
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Regression Quantiles
- Direct Calculation of the Information Matrix via the EM Algorithm
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Weighted composite quantile regression estimation of DTARCH models
- Bayesian Tobit quantile regression with single-index models
- Bayesian Spatial Quantile Regression
- Semiparametric Hierarchical Composite Quantile Regression
- Gibbs sampling methods for Bayesian quantile regression
- Bayesian quantile regression
This page was built for publication: Estimation of linear composite quantile regression using EM algorithm