Displaying 1 result from an estimated 1 matches for "goniolatry".
2003 Sep 01
0
Quantile Regression Packages
...ate fitting is based on the total variation
penalty methods described in Koenker, Ng and Portnoy (Biometrika, 1994).
When z2 is bivariate fitting is based on the total variation penalty
(triogram) methods described in Koenker and Mizera (2003), available at
http://www.econ.uiuc.edu/~roger/research/goniolatry/gon.html and
forthcoming in JRSS(B).
There are options to constrain the qss components to be monotone and/or
convex/concave for univariate components, and to be convex/concave
for bivariate components. Fitting is done by new sparse implementations
of the dense interior point (Frisch-Newton) algor...