Quantile regression for linear models with autoregressive errors using EM algorithm-Reference-Cited by-同舟云学术

Quantile regression for linear models with autoregressive errors using EM algorithm

Published:2018-04-05 Issue:4 Volume:33 Page:1605-1625
ISSN:0943-4062
Container-title:Computational Statistics
language:en
Short-container-title:Comput Stat

Author:

Tian Yuzhu,Tang Manlai,Zang Yanchao,Tian Maozai

Funder

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Young academic leaders project of Henan University of Science and Technology of China

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00180-018-0811-1/fulltext.html

Reference34 articles.

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3. Cochrane D, Orcutt GH (1949) Application of least squares regression to relationships containing auto-correlated error terms. J Am Stat Assoc 44(245):32–61

4. Efron B, Tibshirani RJ (1993) An introduction to the bootstrap. Chapman and Hall, New York

5. Fallahpour S, Ahmed SE (2014) Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors. Stat Probab Lett 92(5):199–208

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