An algorithm to find all regression quantiles

DOI10.1080/00949658608810968zbMath0611.62074OpenAlexW2031631700MaRDI QIDQ3750829

John F. Wellington, Subhash C. Narula

Publication date: 1986

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658608810968

zbMATH Keywords

algorithmlinear programmingrobustnessleast absolute deviationsleast absolute errorsminimum sum of absolute errorsparametric programming problemRegression quantiles

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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Valuating residential real estate using parametric programming ⋮ Global nonparametric estimation of conditional quantile functions and their derivatives

Cites Work

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• A Comparison of Preliminary Estimators for Robust Regression
• Two Robust Alternatives to Least-Squares Regression
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation

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