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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
DOI:
10.1007/s10614-017-9704-6
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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%
Is in top 10%
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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