An effective method for computing regression quantiles

DOI10.1093/IMANUM/12.2.151zbMATH Open0762.62015OpenAlexW2061841662MaRDI QIDQ4004580FDOQ4004580

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

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zbMATH Keywords

linear programmingmultivariate regressionrobust estimationrobustnessregression quantileslocation problempiecewise linear homotopyreduced gradient algorithm

Mathematics Subject Classification ID

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

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