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A generalized Newton algorithm for quantile regression models - MaRDI portal

A generalized Newton algorithm for quantile regression models (Q2259794)

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A generalized Newton algorithm for quantile regression models
scientific article

    Statements

    title
    A generalized Newton algorithm for quantile regression models (English)
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    author
    Songfeng Zheng
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    publication date
    5 March 2015
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    zbMATH Keywords
    linear programming
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    quadratic penalty function
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    Armijo step
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    \(L_1\) constrained model
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    describes a project that uses
    LIBSVM
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    SVMlight
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    mctoolbox
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    Identifiers

    Mathematics Subject Classification ID
    90C05
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    62G08
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    62-08
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    zbMATH DE Number
    6411432
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    OpenAlex ID
    W2044593215
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