A Frisch-Newton algorithm for sparse quantile regression

DOI10.1007/s10255-005-0231-1zbMath1097.62028OpenAlexW2004262208MaRDI QIDQ2508013

Pin T. Ng, Roger W. Koenker

Publication date: 9 October 2006

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-005-0231-1

zbMATH Keywords

interior-point algorithm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Computational methods for sparse matrices (65F50) Large-scale problems in mathematical programming (90C06) Linear programming (90C05)

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Uses Software

• SPARSEM
• BLAS
• ITSOL
• SPARSKIT
• COBS
• SparseM
• AS 229
• Algorithm 478

Cites Work

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