Konferenzpaper

Erschienen in: COMPSTAT : Proceedings in Computational Statistics, 13th Symposium held in Bristol, Great Britain, 1998

Herausgeberliste: Payne, R.; Green, P.

Jahr der Veröffentlichung: 1998

Seiten: 311-316

ISBN: 978-3-7908-1131-5

eISBN: 978-3-662-01131-7

DOI Link: https://doi.org/10.1007/978-3-662-01131-7_40

Konferenz: 13th International Conference on Computational Statistics (COMPSTAT 1998)

Abstract: 

Due to an interpolation property the computation of censored quantile regression estimates corresponds to the solution of a large scale discrete optimization problem. The global optimization heuristic threshold accepting is used in comparison to other algorithms. It can improve the results considerably though it uses more computing time.

Harvard-Zitierstil: Fitzenberger, B. and Winker, P. (1998) Using Threshold Accepting to Improve the Computation of Censored Quantile Regression, in Payne, R. and Green, P. (eds.) COMPSTAT : Proceedings in Computational Statistics, 13th Symposium held in Bristol, Great Britain, 1998 . Heidelberg: Physica. pp. 311-316. https://doi.org/10.1007/978-3-662-01131-7_40

APA-Zitierstil: Fitzenberger, B., & Winker, P. (1998). Using Threshold Accepting to Improve the Computation of Censored Quantile Regression. In Payne, R., & Green, P. (Eds.), COMPSTAT : Proceedings in Computational Statistics, 13th Symposium held in Bristol, Great Britain, 1998 . (pp. 311-316). Physica. https://doi.org/10.1007/978-3-662-01131-7_40