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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Bibliographic Details
Main Authors: Pan Zhao, Shenghua Yu
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9152027/