An algorithm to find all regression quantiles

DOI10.1080/00949658608810968MaRDI QIDQ3750829zbMATH OpenOpenAlexFDO

Authors Subhash C. Narula, John F. Wellington

Publication date 1986

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658608810968

zbMATH Keywords

algorithmleast absolute deviationsleast absolute errorslinear programmingminimum sum of absolute errorsparametric programming problemRegression quantilesrobustness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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Cites work

• A Comparison of Preliminary Estimators for Robust Regression
• A Robust Method for Multiple Linear Regression
• A Simple Method for Robust Regression
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• An Improved Algorithm for Discrete l₁ Linear Approximation
• scientific article; zbMATH DE number 3634009 (Why is no real title available?)
• scientific article; zbMATH DE number 3221750 (Why is no real title available?)
• Outlier..........s
• Regression Quantiles
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Trimmed Least Squares Estimation in the Linear Model
• Two Robust Alternatives to Least-Squares Regression

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