Further improvements in the calculation of censored quantile regressions

DOI10.1016/J.CAM.2010.08.029zbMATH Open1284.62601OpenAlexW2009514284MaRDI QIDQ609233FDOQ609233

Mehdi Hosseinkouchack

Publication date: 30 November 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.08.029

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zbMATH Keywords

censored quantile regressionsimulated annealingglobal optimizationgenetic algorithmsthreshold accepting

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Censored data models (62N01)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Least absolute deviations estimation for the censored regression model
• Censored regression quantiles
• Quantile regression under random censoring.
• Survival Analysis With Quantile Regression Models
• Regression Quantiles
• Censored Regression Quantiles
• Title not available (Why is that?)
• Regression Analysis when the Dependent Variable Is Truncated Normal
• An MCMC approach to classical estimation.
• Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
• Title not available (Why is that?)
• An interior point algorithm for nonlinear quantile regression
• An Alternative Estimator for the Censored Quantile Regression Model
• Three-Step Censored Quantile Regression and Extramarital Affairs
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
• Title not available (Why is that?)
• Optimization heuristics in econometrics. Applications of threshold accepting
• Improving the computation of censored quantile regressions
• On the convergence of ``threshold accepting
• Asymptotic convergence of genetic algorithms

Cited In (1)

• Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors

Uses Software

• quantreg

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