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» Improving the computation of censored quantile regressions
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CSDA
2007
109views more  CSDA 2007»
13 years 5 months ago
Improving the computation of censored quantile regressions
Abstract. Censored quantile regressions (CQR) are a valuable tool in economics and engineering. The computation of estimators is highly complex and the performance of standard meth...
Bernd Fitzenberger, Peter Winker
CSDA
2007
127views more  CSDA 2007»
13 years 5 months ago
Computing the least quartile difference estimator in the plane
A common problem in linear regression is that largely aberrant values can strongly influence the results. The least quartile difference (LQD) regression estimator is highly robus...
Thorsten Bernholt, Robin Nunkesser, Karen Schettli...