Computational issues for quantile regression

MaRDI QIDQ3580547zbMATH OpenFDO

Authors Colin Xu Chen, Ying Wei

Publication date 13 August 2010

zbMATH Keywords

smoothing algorithmmedian regressionsimplexinterior pointpreprocessingmultithreadinghost optimizationsparse computing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Linear programming (90C05)

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Cited in

(22)

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• Testing linearity in partial functional linear quantile regression model based on regression rank scores
• Composite change point estimation for bent line quantile regression
• Quantile regression without the curse of unsmoothness
• On the properties of quantile regression for dynamic panel data model using two-stage approach
• ADMM for Penalized Quantile Regression in Big Data
• An adaptive algorithm for quantile regression
• Inference for censored quantile regression models in longitudinal studies
• Global test for covariate significance in quantile regression
• Envelope quantile regression
• Residual projection for quantile regression in vertically partitioned big data
• Advanced algorithms for penalized quantile and composite quantile regression
• Variance estimation in censored quantile regression via induced smoothing
• Numerical methods to estimate parameters in quantile regression
• Quantile regression for large-scale applications
• Quantile regression via iterative least squares computations
• A credit default swap application by using quantile regression technique
• Inference for joint quantile and expected shortfall regression

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