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

DOI10.1016/J.CSDA.2023.107892MaRDI QIDQ6554249zbMATH OpenFDO

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)

Recommendations

• Risk-adapted optimal experimental design
• Construction of optimal designs for quantile regression model via particle swarm optimization
• Optimal designs for quantile regression models
• Computing efficient exact designs of experiments using integer quadratic programming
• Optimal design of experiments via linear programming

Cites work

• scientific article; zbMATH DE number 800961 (Why is no real title available?)
• A geometric characterization of \(c\)-optimal designs for heteroscedastic regression
• Branch and Bound Experiments in Convex Nonlinear Integer Programming
• Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
• Computing \(c\)-optimal experimental designs using the simplex method of linear programming
• Model-robust designs for quantile regression
• Optimal Accelerated Life Designs for Estimation
• Optimal designs for quantile regression models
• Optimal subsampling for quantile regression in big data
• Optimum Allocation in Linear Regression Theory
• Quantile regression.
• Random variables, monotone relations, and convex analysis
• Risk-adapted optimal experimental design

Cited in

(1)

• Construction of optimal designs for quantile regression model via particle swarm optimization

This page was built for publication: Efficient and robust optimal design for quantile regression based on linear programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6554249)