Censored Discrete Linear l₁ Approximation
DOI10.1137/0907008zbMATH Open0617.90076OpenAlexW2003765349MaRDI QIDQ3754445FDOQ3754445
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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
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regressionlocal minimizergeneralized gradientreduced gradient algorithmcensored \(\ell _ 1\) estimatorcensored linear \(\ell _ 1\) approximationnonconvex piecewise linear functionstable finite direct descent method
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
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- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- A genetic method of LAD estimation for models with censored data
- Accelerated Recurrence Time Models
- Discontinuous piecewise linear optimization
- 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
- Title not available (Why is that?)
- Bayesian multiple quantile regression for linear models using a score likelihood
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
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