Iteratively reweighted constrained quantile regressions

DOI10.17654/AS049060417zbMATH Open1356.62053MaRDI QIDQ2967650FDOQ2967650

Authors: Ilaria L. Amerise 

Publication date: 1 March 2017

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/10380.htm

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zbMATH Keywords

linear programmingmonotonicityperformance evaluationglobal goodness-of-fit

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear programming (90C05)

Cited In (4)

• Constrained quantile regression and heteroskedasticity
• Restricted regression quantiles
• Title not available (Why is that?)
• A comparative study of monotone quantile regression methods for financial returns

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