Quantiles via moments
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2019.04.009
Abstract: Abstract We study the conditions under which it is possible to estimate regression quantiles by estimating conditional means. The advantage of this approach is that it allows the use of methods that are only valid… read more here.
Keywords: regression; via moments; quantiles via;
Distributed Computation of Quantiles via ADMM
Sign Up to like & getrecommendations! Published in 2017 at "IEEE Signal Processing Letters"
DOI: 10.1109/lsp.2017.2672684
Abstract: In this letter, we derive distributed synchronous and asynchronous algorithms for computing quantiles of the agents' local values. These algorithms are based on the formulation of a suitable problem, explicitly solvable by the alternating direction… read more here.
Keywords: quantiles via; distributed computation; computation quantiles; via admm ... See more keywords