Koenker R. and Park B. J., An interior point algorithm for nonlinear quantile regression, Journal of Econometrics, vol.71, pp.265-283, 1996. Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
An Optimization Transfer Algorithm for Quantile Regression - Hunter, Lange (1998) (Correct)
....a quantile regression algorithm that operates by transferring optimization of the nondifferentiable objective function to a quadratic function. It is conceptually simple and easy to code, and our numerical tests suggest that it is computationally competitive with the interior point algorithm of Koenker and Park (1996). Key words and phrases: L 1 regression, majorization, EM algorithm, Gauss Newton method. OPTIMIZATION TRANSFER FOR QUANTILE REGRESSION 1 1 Introduction The fact that the median 1=2 of a random variable Y minimizes the expectation f( E (jY Gamma j) is well known among theoretical ....
....minimizer fi, then lim ffl 0 fi ffl = fi. OPTIMIZATION TRANSFER FOR QUANTILE REGRESSION 13 5 Numerical Results This section summarizes the results of several numerical tests of the optimization transfer algorithm. As a benchmark for comparison, we also test the interior point algorithm of Koenker and Park (1996). Their method is a primal dual algorithm, with a dual loop nested within the main primal loop. As recommended by Koenker and Park, we take two dual iterations for each primal iteration and declare convergence whenever the change jg(fi k ) Gamma g(fi k 1 )j in the value of the objective ....
[Article contains additional citation context not shown here]
Koenker, R., and Park, B. J. (1996), "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, 71, 265--283.
Robust Estimation of Conditional Mean by the Linear - Combination Of Quantile (Correct)
No context found.
Koenker R. and Park B. J., An interior point algorithm for nonlinear quantile regression, Journal of Econometrics, vol.71, pp.265-283, 1996.
Appeared in Proceedings of the 2nd IASTED Int. Conf.. - Spetember Pp Acta (Correct)
No context found.
R. Koenker, B. J. Park, An Interior Point Algorithm for Nonlinear Quantile Regression, Journal of Econometrics, 71, 1997, 265-283.
Nlrq.control, 3 - Topic Models Nlrq (Correct)
No context found.
Koenker, R. and Park, B.J. (1994). An Interior Point Algorithm for Nonlinear Quantile Regression, Journal of Econometrics, 71(1-2): 265-283.
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC