Efficient and robust optimal design for quantile regression based on linear programming-Reference-Cited by-同舟云学术

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Efficient and robust optimal design for quantile regression based on linear programming

Published:2024-04 Issue: Volume:192 Page:107892
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Peng Cheng,Kouri Drew P.,Uryasev Stan

Funder

Frey Family Foundation, Inc.

Office of Science

National Nuclear Security Administration

U.S. Department of Energy

Sandia National Laboratories

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference28 articles.

1. On the coherence of expected shortfall;Acerbi;J. Bank. Finance,2002

2. Optimal accelerated life designs for estimation;Chernoff;Technometrics,1962

3. A geometric characterization of C-optimal designs for heteroscedastic regression;Dette;Ann. Stat.,2009

4. Optimal designs for quantile regression models;Dette;J. Am. Stat. Assoc.,2012

5. Optimum allocation in linear regression theory;Elfving;Ann. Math. Stat.,1952

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