CALCULUS OF THE ESTIMATORS OF LINEAR QUANTILE REGRESSION BY THE METHOD ACCPM CÁLCULO DE LOS ESTIMADORES DE REGRESIÓN CUANTÍLICA LINEAL POR MEDIO DEL MÉTODO ACCPM

CALCULUS OF THE ESTIMATORS OF LINEAR QUANTILE REGRESSION BY THE METHOD ACCPM CÁLCULO DE LOS ESTIMADORES DE REGRESIÓN CUANTÍLICA LINEAL POR MEDIO DEL MÉTODO ACCPM

The present work shows how to calculate the estimators in quantile regression by nondifferentiable optimization method ACCPM (Analytic Center Cutting Plane Method). The calculus of the estimators is usually found by linear programming and its respective techniques of solution (Simplex method, interi...

Full description

Bibliographic Details
Main Authors: López Héctor Andrés, Mora Héctor Manuel
Format: Article
Language:English
Published: Universidad Nacional de Colombia 2007-05-01
Series:Revista Colombiana de Estadística
Subjects:
Optimization
Regression estimator
Linear programming
Quantile estimation
Online Access:http://www.revistas.unal.edu.co/index.php/estad/article/view/29318

Internet

http://www.revistas.unal.edu.co/index.php/estad/article/view/29318

Similar Items