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A Frisch-Newton algorithm for sparse quantile regression - MaRDI portal

A Frisch-Newton algorithm for sparse quantile regression (Q2508013)

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A Frisch-Newton algorithm for sparse quantile regression
scientific article

    Statements

    title
    A Frisch-Newton algorithm for sparse quantile regression (English)
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    publication date
    9 October 2006
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    zbMATH Keywords
    interior-point algorithm
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    author
    Roger W. Koenker
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    Pin T. Ng
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    describes a project that uses
    COBS
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    AS 229
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    BLAS
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    SPARSKIT
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    SPARSEM
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    ITSOL
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    SparseM
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    Algorithm 478
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    cites work
    Q4358700
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    Q4358701
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    Triogram Models
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    Q3580548
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    Q5691079
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    Identifiers

    Mathematics Subject Classification ID
    62G08
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    90C05
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    65C60
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    65F50
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    62J05
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    90C06
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    zbMATH DE Number
    5060964
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    OpenAlex ID
    W2004262208
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