Numerical methods to estimate parameters in quantile regression

zbMATH Open1270.62070MaRDI QIDQ3621630FDOQ3621630

Authors: Héctor Manuel Mora Escobar 

Publication date: 21 April 2009

Recommendations

• An interior point algorithm for nonlinear quantile regression
• scientific article; zbMATH DE number 5957364
• Calculus of the estimators of linear quantile regression by the method ACCPM
• Computational issues for quantile regression
• Quantile regression via iterative least squares computations

zbMATH Keywords

linear programmingquantile regressioncutting planesnondifferentiable optimization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Censored data models (62N01)

Cited In (3)

• Calculus of the estimators of linear quantile regression by the method ACCPM
• An Implementation for Regression Quantile Estimation
• Title not available (Why is that?)

This page was built for publication: Numerical methods to estimate parameters in quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3621630)