Finite mixtures of quantile and M-quantile regression models
نویسندگان
چکیده
منابع مشابه
Finite mixtures of quantile and M-quantile regression models
In this paper we define a finite mixture of quantile and M-quantile regression models for heterogeneous and /or for dependent/clustered data. Components of the finite mixture represent clusters of individuals with homogeneous values of model parameters. For its flexibility and ease of estimation, the proposed approaches can be extended to random coefficients with a higher dimension than the sim...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2016
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-016-9638-1