An effective method for computing regression quantiles

DOI10.1093/IMANUM/12.2.151MaRDI QIDQ4004580zbMATH OpenOpenAlexFDO

Authors Michael R. Osborne

Publication date 27 September 1992

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imanum/12.2.151

zbMATH Keywords

linear programminglocation problemmultivariate regressionpiecewise linear homotopyreduced gradient algorithmregression quantilesrobust estimationrobustness

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

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