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)

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Cited in

(17)

• A fast and efficient implementation of qualitatively constrained quantile smoothing splines
• Globally adaptive quantile regression with ultra-high dimensional data
• Computing multiple-output regression quantile regions
• An algorithm to find all regression quantiles
• Quantile regression using RJMCMC algorithm
• An effective method for computing regression quantiles
• scientific article; zbMATH DE number 6907900 (Why is no real title available?)
• 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

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