利用 MCEM 算法对线性分位回归模型进行估计, 给出了参数估计的 MCEM 算法, 并将本方法应用到删失数据的线性分位回归模型. 模拟结果表明, 文章所提出的方法具有优良性. 同时, 可以很好地应用于实际例子.

In this paper, we propose an MCEM algorithm for the estimation of linear quantile regression model and extend this method to the research of censored linear quantile regression model. Simulation results show that our proposed algorithm performs well. And two real data analysis are implemented to illustrate the performance of the proposed method.