A fast and efficient implementation of qualitatively constrained quantile smoothing splines (Q4970895): Difference between revisions

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+Linearly Constrained Discrete             <i>I</i>             <sub>1</sub>             Problems
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+COBS: qualitatively constrained smoothing via linear programming
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+Convergence rate of b-spline estimators of nonparametric conditional quantile functions<sup>∗</sup>
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+A new polynomial-time algorithm for linear programming
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+Regression Quantiles
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+Quantile smoothing splines
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+Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
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+A remark on Bartels and Conn's linearly constrained, discrete             <i>l</i>             <sub>1</sub>             problems
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+A Frisch-Newton algorithm for sparse quantile regression
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+A general projection framework for constrained smoothing.
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+On the Implementation of a Primal-Dual Interior Point Method
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+An algorithm for quantile smoothing splines
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+Period Analysis of Variable Stars by Robust Smoothing
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+The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
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+The L 1 Method for Robust Nonparametric Regression
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