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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
IEEE
2020-01-01
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Series: | IEEE Access |
Subjects: | |
Online Access: | https://ieeexplore.ieee.org/document/9152027/ |