A frisch-newton algorithm for sparse quantile regression

Keyphrases

• Quantile Regression 100%
• Newton Algorithm 100%
• Nonparametric Quantile Regression 100%
• Design Matrix 66%
• Sparse Structure 66%
• Quantile Regression Model 33%
• Recent Experience 33%
• Simplex Method 33%
• Interior Point Method 33%
• Type Decomposition 33%
• Roughness Penalty 33%
• Computational Speed 33%
• Memory Requirements 33%
• Multivariate Smoothing 33%
• Zero Element 33%
• Barriers Approach 33%
• Fixed Effects Model 33%
• Regression Problem 33%
• Modified Algorithm 33%
• Partial Linear Model 33%
• Log-barrier 33%
• Sparse Linear Algebra 33%

Mathematics

• Quantile Regression 100%
• Parametric 40%
• Design Matrix 40%
• Analysis of Variance 20%
• Interior Point 20%
• Linear Algebra 20%
• Open Problem 20%
• Simplex Method 20%
• Linear Models 20%
• Nonzero Element 20%