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dc.contributor.authorRajab, Rima Sheikhen
dc.contributor.authorDražić, Milanen
dc.contributor.authorMladenović, Nenaden
dc.contributor.authorMladenović, Pavleen
dc.contributor.authorYu, Kemingen
dc.date.accessioned2020-05-02T16:42:01Z-
dc.date.available2020-05-02T16:42:01Z-
dc.date.issued2015-11-01en
dc.identifier.issn0925-5001en
dc.identifier.urihttp://researchrepository.mi.sanu.ac.rs/handle/123456789/2443-
dc.description.abstractQuantile regression is an increasingly important topic in statistical analysis. However, fitting censored quantile regression is hard to solve numerically because the objective function to be minimized is not convex nor concave in regressors. Performance of standard methods is not satisfactory, particularly if a high degree of censoring is present. The usual approach is to simplify (linearize) estimator function, and to show theoretically that such approximation converges to optimal values. In this paper, we suggest a new approach, to solve optimization problem (nonlinear, nonconvex, and nondifferentiable) directly. Our method is based on variable neighborhood search approach, a recent successful technique for solving global optimization problems. The presented results indicate that our method can improve quality of censored quantizing regressors estimator considerably.en
dc.publisherSpringer Link-
dc.relation.ispartofJournal of Global Optimizationen
dc.subjectCensored regression | Global optimization | Metaheuristics | Powell estimator | Quantile regression | Variable neighborhood searchen
dc.titleFitting censored quantile regression by variable neighborhood searchen
dc.typeArticleen
dc.identifier.doi10.1007/s10898-015-0311-6en
dc.identifier.scopus2-s2.0-84943352062en
dc.contributor.affiliationMathematical Institute of the Serbian Academy of Sciences and Arts-
dc.relation.firstpage481en
dc.relation.lastpage500en
dc.relation.issue3en
dc.relation.volume63en
dc.description.rankM21-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextNo Fulltext-
crisitem.author.orcid0000-0001-6655-0409-
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