Further improvements in the calculation of censored quantile regressions

DOI10.1016/J.CAM.2010.08.029MaRDI QIDQ609233zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

censored quantile regressionsimulated annealingglobal optimizationgenetic algorithmsthreshold accepting

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1211747 (Why is no real title available?)
• scientific article; zbMATH DE number 1131224 (Why is no real title available?)
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• An Alternative Estimator for the Censored Quantile Regression Model
• An Improved Algorithm for Discrete l₁ Linear Approximation
• An MCMC approach to classical estimation.
• An interior point algorithm for nonlinear quantile regression
• Asymptotic convergence of genetic algorithms
• Censored Regression Quantiles
• Censored regression quantiles
• Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
• Estimation of Relationships for Limited Dependent Variables
• Improving the computation of censored quantile regressions
• Least absolute deviations estimation for the censored regression model
• On the convergence of ``threshold accepting
• Optimization heuristics in econometrics. Applications of threshold accepting
• Quantile regression under random censoring.
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Regression Quantiles
• Survival Analysis With Quantile Regression Models
• Three-Step Censored Quantile Regression and Extramarital Affairs
• Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing

Cited in

(3)

• Improving the computation of censored quantile regressions
• Fitting censored quantile regression by variable neighborhood search
• Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors

Describes a project that uses

Uses Software

• quantreg

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