Abstract
In linear regression, an important role is played by the least quantile of squares (LQS) estimate, which involves the minimization of the qth smallest squared residual for a given set of data. This function is nondifferentiable and nonconvex and may have a large number of local minima. This paper is mainly concerned with the efficient calculation of the global solution, and some different approaches are considered.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.