A gradient search maximization algorithm for the asymmetric Laplace likelihood (Q5220837)

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scientific article; zbMATH DE number 7183175
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A gradient search maximization algorithm for the asymmetric Laplace likelihood
scientific article; zbMATH DE number 7183175

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    A gradient search maximization algorithm for the asymmetric Laplace likelihood (English)
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    27 March 2020
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    quantile regression
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    Laplace regression
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    mixed-effects quantile regression
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    asymmetric Laplace distribution
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    direct search optimization algorithms
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