An Improved Interior Point Algorithm for Quantile Regression

Quantile regression is a powerful statistical technique for estimating the quantiles of a conditional distribution on the values of covariates. It has been widely used in many fields. In this paper, an improved interior point algorithm for quantile regression is proposed. The algorithm introduces mu...

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Veröffentlicht in:	IEEE access 2020-01, Vol.8, p.1-1
Hauptverfasser:	Zhao, Pan, Yu, Shenghua
Format:	Artikel
Sprache:	eng
Schlagworte:	Adultery Algorithms Biological system modeling Convergence Estimation interior point algorithm Least mean squares methods Linear programming multiple centrality corrections Prediction algorithms Quantile regression Quantiles Regression Software algorithms Statistical analysis
Online-Zugang:	Volltext
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