Resumen

MORA ESCOBAR, HÉCTOR MANUEL. Numerical Methods to Estimate Parameters in Quantile Regression. Rev.Colomb.Estad. [online]. 2005, vol.28, n.2, pp.221-231. ISSN 0120-1751.

Quantile regression is a nondifferentiable convex optimization problem. We compare three classical numerical methods, two of them based on linear optimization, and the cutting plane method. We compare them by their re quired memory and computing time.

Palabras clave : quantile regression; linear programming; nondifferentiable optimization; cutting planes.

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