An adaptive algorithm for quantile regression

MaRDI QIDQ5290286zbMATH OpenFDO

Authors

Publication date 28 April 2006

zbMATH Keywords

heteroscedasticitymedian regressionfinite smoothing algorithm

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of mathematical programming (90C90) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• An interior point algorithm for nonlinear quantile regression
• A generalized Newton algorithm for quantile regression models
• Computational issues for quantile regression
• A Frisch-Newton algorithm for sparse quantile regression
• An algorithm to find all regression quantiles

Cited in

(17)

• An adaptive composite quantile approach to dimension reduction
• Quantile regression for large-scale applications
• A generalized Newton algorithm for quantile regression models
• Time-adaptive quantile regression
• Adaptive penalized quantile regression for high dimensional data
• Computational issues for quantile regression
• Quantile regression via iterative least squares computations
• A fast and efficient implementation of qualitatively constrained quantile smoothing splines
• Quantile regression using RJMCMC algorithm
• scientific article; zbMATH DE number 6907900 (Why is no real title available?)
• The least trimmed quantile regression
• An algorithm to find all regression quantiles
• An effective method for computing regression quantiles
• Advanced algorithms for penalized quantile and composite quantile regression
• Globally adaptive quantile regression with ultra-high dimensional data
• Computing multiple-output regression quantile regions
• A coordinate descent algorithm for computing penalized smooth quantile regression

This page was built for publication: An adaptive algorithm for quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5290286)