7 lines
295 B
Text
7 lines
295 B
Text
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Fast and accurate convolution-type smoothed quantile regression.
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Implemented using Barzilai-Borwein gradient descent with a Huber
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regression warm start. Construct confidence intervals for regression
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coefficients using multiplier bootstrap.
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WWW: https://cran.r-project.org/web/packages/conquer/
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