An adaptive algorithm for quantile regression

zbMATH Open1088.62092MaRDI QIDQ5290286FDOQ5290286

Authors:

Publication date: 28 April 2006

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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)

Cited In (17)

• Globally adaptive quantile regression with ultra-high dimensional data
• An algorithm to find all regression quantiles
• Computing multiple-output regression quantile regions
• Quantile regression using RJMCMC algorithm
• An effective method for computing regression quantiles
• Title not available (Why is that?)
• Time-adaptive quantile regression
• A generalized Newton algorithm for quantile regression models
• An adaptive composite quantile approach to dimension reduction
• The least trimmed quantile regression
• Adaptive penalized quantile regression for high dimensional data
• Computational issues for quantile regression
• Advanced algorithms for penalized quantile and composite quantile regression
• Quantile regression for large-scale applications
• A coordinate descent algorithm for computing penalized smooth quantile regression
• Quantile regression via iterative least squares computations
• A fast and efficient implementation of qualitatively constrained quantile smoothing splines

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