Conference paper

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

Editor list: Payne, R.; Green, P.

Publication year: 1998

Pages: 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

Conference: 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 Citation style: 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 Citation style: 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