796
Views
25
CrossRef citations to date
0
Altmetric
Original Articles

Linear Quantile Regression Based on EM Algorithm

, &
Pages 3464-3484 | Received 15 May 2012, Accepted 09 Jan 2013, Published online: 29 Jul 2014

References

  • Alhamzawi, R., Yu, K. (2012). Variable selection in quantile regression via Gibbs sampling. J. App. Statist. 39(4):799–813.
  • Davison, A.C., Hinkley, D.V. (1997). Bootstrap Methods and Their Application. Cambridge: Cambridge University press.
  • Dempster, A.P., Laird, N.M., Rubin, D.B. (1977). Maximum likelihood from incomplete data via the EM algorithm. J. the Roy. Statist. Soc. Ser. B 39:1–38.
  • Efron, B., Tibshirani, R.J. (1993). An Introduction to the Bootstrap. New York: Chapman and Hall.
  • Geraci, M., Bottai, M. (2007). Quantile regression for longitudinal data using the asymmetric Laplace distribution. Biostatistics 8:140–154.
  • Hunter, D.R., Lange, K. (2000). Quantile regression via an MM algorithm. J. Computat. Graph. Statist. 9(1):60–77.
  • Koenker, R. (2005). Quantile Regression. Cambridge: Cambridge University press.
  • Koenker, R., Bassett, J., (1978). Regression quantiles. Econometrica 46(1):33–50.
  • Koenker, R., Hallock, K. (2001). Quantile regression. J. Econ. Perspect. 15(4):143–156.
  • Koenker, R., Park, B.J. (1996). An interior point algorithm for nonlinear quantile regression. J. Economctrics 71:265–283.
  • Komunjer, I. (2005). Quasi-maximum likelihood estimation for conditional quantiles. J. Econometrics. 128(1):137–164.
  • Kozumia, H., Kobayashia, G. (2011). Gibbs sampling methods for Bayesian quantile regression. J. Statist. Computat. Simul. 81(11):1565–1578.
  • Liu, Y., Bottai, M. (2009). Mixed-effects models for conditional quantiles with longitudinal data. Int. J. Biostatist. 5(1), Online.
  • Lum, K., Gelfand, A. (2012). Spatial quantile multiple regression using the asymmetric Laplace process. J. Statist. Computat. Simul. 81(11):1565–1578.
  • Oakes, D. (1999). Direct calculation of the information matrix via the EM algorithm. J. Roy. Statist. Soc. Ser. B 61(1):479–482.
  • Powell, J.L. (1986). Censored regression quantiles. J. Econometrics 32:143–155.
  • Reed, C., Yu, K. (2009). A partially collapsed Gibbs sampler for Bayesian quantile regression. Technical Report, Brunel University, UK.
  • Reich, B.J., Fuentes, M., Dunson, D.B. (2011). Bayesian spatial quantile regression. J. Amer. Statist. Assoc. 106:6–20.
  • Sriram, K., Ramamoorthi, R. V., Ghosh, P. (2013). Posterior consistency of bayesian quantile regression based on the misspecified asymmetric Laplace density. Bayesian Anal. 8:479–504.
  • Tian, M.Z., Chen, G.M. (2006). Hierarchical linear regression models for conditional quantiles. Sci. China Ser. A Math. 49(12):1800–1815.
  • Tian, M.Z. (2006). A quantile regression analysis of family background factor effects on mathematical achievement. J. Data Sci. 4:461–478.
  • Tsionas, E.G. (2003). Bayesian quantile inference. J. Statist. Computat. Simul. 73:659–674.
  • Yu, K., Stander, J. (2001). Bayesian analysis of a Tobit quantile regression model. J. Econometrics. 137:260–276.
  • Yu, K.M., Zhang, J. (2005). A three-parameter asymmetric Laplace distribution and its extension. Commun. Statist.Theor. Met. 34:1867–1879.
  • Yu, K., Moyeed, R. A. (2001). Bayesian quantile regression. Statist. Probab. Lett. 54:437–447.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.