Two-layer EM algorithm for ALD mixture regression models: A new solution to composite quantile regression

• المؤلفون الرئيسيون: Wang, Shangshan, Xiang, Liming
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2017
• الموضوعات: Asymmetric Laplace distribution; Composite quantile regression
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/83377; http://hdl.handle.net/10220/43534

We advocate linear regression by modeling the error term through a finite mixture of asymmetric Laplace distributions (ALDs). The model expands the flexibility of linear regression to account for heterogeneity among data and allows us to establish the equivalence between maximum likelihood estimatio...