Fast algorithms for the quantile regression process

© 2020, Springer-Verlag GmbH Germany, part of Springer Nature. The widespread use of quantile regression methods depends crucially on the existence of fast algorithms. Despite numerous algorithmic improvements, the computation time is still non-negligible because researchers often estimate many quan...

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Bibliographic Details
Main Authors: Chernozhukov, Victor, Fernández-Val, Iván, Melly, Blaise
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:English
Published: Springer Science and Business Media LLC 2021
Online Access:https://hdl.handle.net/1721.1/135459