Displaying 2 results from an estimated 2 matches for "mizera".
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mizers
2003 Sep 01
0
Quantile Regression Packages
...le functions are estimated using penalty methods.
When z1 is univariate 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...
2005 Mar 03
1
total variation penalty
Hi,
I was recently plowing through the docs of the quantreg package by Roger
Koenker and came across the total variation penalty approach to
1-dimensional spline fitting. I googled around a bit and have found some
papers originated in the image processing community, but (apart from
Roger's papers) no paper that would discuss its statistical aspects.
I have a couple of questions in this