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410篇 您的检索式：作者名="Koenker"

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	题名	作者	年代	出处	被引量
1	A Frisch-Newton Algorithm for Sparse Quantile Regression显示文摘Recent experience has shown that interior-point methods using a log barrier approach are far superior to classical simplex methods for computing solutions to large parametric quantile regression problems.In many large empirical applications, the design matrix has a very sparse structure. A typical example is the classical fixed-effect model for panel data where the parametric dimension of the model can be quite large, but the number of non-zero elements is quite small. Adopting recent developments in sparse linear algebra we introduce a modified version of the Frisch-Newton algorithm for quantile regression described in Portnoy and Koenker[28]. The new algorithm substantially reduces the storage (memory) requirements and increases computational speed. The modified algorithm also facilitates the development of nonparametric quantile regression methods. The pseudo design matrices employed in nonparametric quantile regression smoothing are inherently sparse in both the fidelity and roughness penalty components. Exploiting the sparse structure of these problems opens up a whole range of new possibilities for multivariate smoothing on large data sets via ANOVA-type decomposition and partial linear models.	Roger Koenker Pin Ng	2005	Acta Mathematicae Applicatae Sinica2005，21，2：	7
2	Regression Quantiles 显示文摘	Koenker R Bassett G	1978	Econo- metrica1978，46，1：	1
3	Regression quantiles 显示文摘	Koenker R Bassett G W	1987	Eeono- metrica1987，46，1：	1
4	Regression Quantile显示文摘	Koenker R Bassett G	1978	Eeonometriea1978，46，1：	1
5	Regression Quantiles 显示文摘	Koenker IL and Bassett G	1978	Econometrica1978，46，：	1
6	Regression quantiles显示文摘	Koenker R Bassett Jr G	1978	Econometrica1978，41，1：	1
7	Regression quantile 显示文摘	Koenker R Bassett G	1978	Econome- trica1978，，：	1
8	Regression Quantiles 显示文摘	Koenker R Bassett G	1975	Econometrica1975，46，1：	1
9	Regression Quantile显示文摘	Koenker R G.Bassett		0，，46：	1
10	Quantile regression for longitudinal data显示文摘	Koenker R	2004	Journal of Multivariate Analysis2004，91，：	1
11	Regression Quantiles 显示文摘	Koenker R G Bassett	1978	Econometrica1978，，46：	1
12	Quantileregression for longitudinal data显示文摘	Koenker R	2004	]Multivariate Anal2004，91，：	1
13	Regression Quantiles显示文摘	Koenker Roger and Bassett Gilbert	1978	Econometrica1978，，46：	1
14	Regression Quantiles显示文摘	Koenker R Gilbert B	1978	Econometrica1978，46，1：	1
15	Tests of linear hypotheses and L1 estimation显示文摘	Roger Koenker Gilbert Bassett	1982	Econometrica1982，50，6：	1
16	, Bassett G: Regression Quaniiles 显示文摘	Koenker R	1978	Econ- ometrica1978，，46：	1
17	Regression quantiles 显示文摘	Koenker Bassett	1978	Econometrica1978，46，：	1
18	Regression quantiles显示文摘	Koenker R W Bassett Jr G	1978	Econometrica1978，46，1：	1
19	Quantile regression for longitudinal data 显示文摘	Koenker	2004	Journal of Multivariate Analysis2004，91，：	1
20	The Gaussian hare and the Laplacian tortoise, computability of squared-error versus absolute-error estimators显示文摘	Portnoy S Koenker R	1997	Statistical Science1997，12，：	1

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