An effective method to reduce the computational complexity of composite quantile regression
type: Item
instance of: scholarly article
title: An effective method to reduce the computational complexity of composite quantile regression
zbMATH Open document ID: 1417.62100
author: Yanke Wu
author: Maozai Tian
published in: Computational Statistics
publication date: 2018-02-07T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 65Y20
zbMATH DE Number: 6835509
zbMATH Keywords: quantile regression
zbMATH Keywords: composite quantile regression
zbMATH Keywords: computational complexity
zbMATH Keywords: linear programming
zbMATH Keywords: dual problem
MaRDI profile type: Publication
full work available at URL: s00180-017-0749-8
OpenAlex ID: W2739362286
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DOI: 10.1007/S00180-017-0749-8
description: scientific article; zbMATH DE number 6835509