Efficient and robust optimal design for quantile regression based on linear programming

DOI10.1016/J.CSDA.2023.107892zbMATH Open1543.62168MaRDI QIDQ6554249FDOQ6554249

Authors: Cheng Peng, D. P. Kouri, Stan Uryasev 

Publication date: 12 June 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

linear programmingquantile regressionconditional value-at-risk (CVaR)optimal design of experimentsdirect field acoustic testing (DFAT)robust design of experiments

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• Title not available (Why is that?)
• Branch and Bound Experiments in Convex Nonlinear Integer Programming
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• Optimal Accelerated Life Designs for Estimation
• Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
• Optimal subsampling for quantile regression in big data
• Optimal designs for quantile regression models
• Model-robust designs for quantile regression
• Risk-adapted optimal experimental design

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