A Frisch-Newton Algorithm for Sparse Quantile Regression
نویسندگان
چکیده
منابع مشابه
A Frisch-newton Algorithm for Sparse Quantile Regression
Recent experience has shown that interior-point methods using a log barrier approach are far superior to classical simplex methods for computing solutions to large parametric quantile regression problems. In many large empirical applications, the design matrix has a very sparse structure. A typical example is the classical fixed-effect model for panel data where the parametric dimension of the ...
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ژورنال
عنوان ژورنال: Acta Mathematicae Applicatae Sinica, English Series
سال: 2005
ISSN: 0168-9673,1618-3932
DOI: 10.1007/s10255-005-0231-1