JOURNAL ARTICLE

A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models

Fengkai Yang

Year: 2017 Journal:   Computational Economics Vol: 52 (2)Pages: 555-582   Publisher: Springer Science+Business Media
Keywords:
Quantile regression Censoring (clinical trials) Quantile Gibbs sampling Mathematics Econometrics Statistics Expectation–maximization algorithm Computer science Maximum likelihood

Metrics

3
Cited By
0.32
FWCI (Field Weighted Citation Impact)
20
Refs
0.56
Citation Normalized Percentile
Is in top 1%
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Citation History

Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence
Soil Geostatistics and Mapping
Physical Sciences →  Environmental Science →  Environmental Engineering

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