Censored Discrete Linear l₁ Approximation

DOI10.1137/0907008MaRDI QIDQ3754445zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0907008

zbMATH Keywords

censored \(\ell _ 1\) estimatorcensored linear \(\ell _ 1\) approximationgeneralized gradientlocal minimizernonconvex piecewise linear functionreduced gradient algorithmregressionstable finite direct descent method

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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(15)

• Improving the computation of censored quantile regressions
• An analytical approach to global optimization
• Discontinuous piecewise linear optimization
• Simple resampling methods for censored regression quantiles
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• An interior point algorithm for nonlinear quantile regression
• Exact computation of censored least absolute deviations estimator
• Accelerated Recurrence Time Models
• scientific article; zbMATH DE number 4152144 (Why is no real title available?)
• Manifold sampling for optimization of nonconvex functions that are piecewise linear compositions of smooth components
• On multivariate quantiles under partial orders
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
• Bayesian multiple quantile regression for linear models using a score likelihood
• Fitting censored quantile regression by variable neighborhood search
• A genetic method of LAD estimation for models with censored data

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