Robust quantile regression using a generalized class of skewed distributions

DOI10.1002/STA4.140MaRDI QIDQ6540508

Luis Castro Cepero, Victor H. Lachos, Christian Galarza Morales, Celso Barbosa Cabral

Publication date: 16 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

EM algorithmscale mixtures of normal distributionsquantile regression model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Regression Quantiles
• Bayesian Semiparametric Median Regression Modeling
• A generalized class of skew distributions and associated robust quantile regression models
• Gibbs sampling methods for Bayesian quantile regression
• Bayesian quantile regression

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