A Frisch-Newton algorithm for sparse quantile regression
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Publication:2508013
DOI10.1007/s10255-005-0231-1zbMath1097.62028OpenAlexW2004262208MaRDI QIDQ2508013
Publication date: 9 October 2006
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-005-0231-1
Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Computational methods for sparse matrices (65F50) Large-scale problems in mathematical programming (90C06) Linear programming (90C05)
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Uses Software
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