Censored Discrete Linear l₁ Approximation

DOI10.1137/0907008MaRDI QIDQ3754445zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0907008

zbMATH Keywords

regressionlocal minimizergeneralized gradientreduced gradient algorithmcensored \(\ell _ 1\) estimatorcensored linear \(\ell _ 1\) approximationnonconvex piecewise linear functionstable finite direct descent method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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(15)

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• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
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• Manifold sampling for optimization of nonconvex functions that are piecewise linear compositions of smooth components
• On multivariate quantiles under partial orders
• An interior point algorithm for nonlinear quantile regression
• Improving the computation of censored quantile regressions
• An analytical approach to global optimization
• Fitting censored quantile regression by variable neighborhood search
• Simple resampling methods for censored regression quantiles
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• Bayesian multiple quantile regression for linear models using a score likelihood
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