An effective method for computing regression quantiles

DOI10.1093/imanum/12.2.151zbMath0762.62015OpenAlexW2061841662MaRDI QIDQ4004580

Michael R. Osborne

Publication date: 27 September 1992

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/12.2.151

zbMATH Keywords

linear programmingrobustnesslocation problemregression quantilesrobust estimationmultivariate regressionpiecewise linear homotopyreduced gradient algorithm

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Adaptive choice of trimming proportion in trimmed least-squares estimation. ⋮ Optimal tests for autoregressive models based on autoregression rank scores ⋮ Unnamed Item ⋮ Tests of linear hypotheses based on regression rank scores

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