A generalized Newton algorithm for quantile regression models

DOI10.1007/s00180-014-0498-xzbMath1306.90093OpenAlexW2044593215MaRDI QIDQ2259794

Songfeng Zheng

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-014-0498-x

zbMATH Keywords

linear programmingquadratic penalty function\(L_1\) constrained modelArmijo step

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear programming (90C05)

Uses Software

• SVMlight
• mctoolbox
• LIBSVM

Cites Work

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• Quantile Regression in Reproducing Kernel Hilbert Spaces

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