conquer swMATH ID: 44298 Software Authors: He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin Description: R package conquer: Convolution-Type Smoothed Quantile Regression. Estimation and inference for conditional linear quantile regression models using a convolution smoothed approach. In the low-dimensional setting, efficient gradient-based methods are employed for fitting both a single model and a regression process over a quantile range. Normal-based and (multiplier) bootstrap confidence intervals for all slope coefficients are constructed. In high dimensions, the conquer method is complemented with flexible types of penalties (Lasso, elastic-net, group lasso, sparse group lasso, scad and mcp) to deal with complex low-dimensional structures. Homepage: https://cran.r-project.org/web/packages/conquer/index.html Source Code: https://github.com/cran/conquer Dependencies: R Related Software: quantreg; sivqr; R; QICD; Algorithm 478; ElemStatLearn; fda (R); WONDER; COBS; qrjoint; Horovod; TensorFlow; Stata; glmnet; Qtools; invGauss; GuideR; pycox; HiGHS; PDCO Cited in: 18 Documents all top 5 Cited by 47 Authors 2 He, Xuming 2 Pan, Xiaoou 2 Tan, Kean Ming 2 Zhou, Wen-Xin 1 Bang, Sungwan 1 Cai, Zhongheng 1 Chen, Le-Yu 1 Chen, Xi 1 Fan, Ye 1 Farcomeni, Alessio 1 Geraci, Marco 1 Gwak, Seunghyun 1 Hao, Meiling 1 Hössjer, Ola G. 1 Jiang, Rong 1 Jing, Wenbo 1 Kaplan, David M. 1 Karlsson, Måns 1 Lee, Sokbae 1 Li, Anna 1 Li, Jr-Shin 1 Liang, Lei 1 Lin, Nan 1 Lin, Yuanyuan 1 Liu, Hua 1 Liu, Xiaohui 1 Liu, Xin 1 Liu, Yiming 1 Men, Jia Qi 1 Moon, Haeseong 1 Pan, Guangming 1 Shen, Guohao 1 Shin, Jungmin 1 Shin, Seungjun 1 Sit, Tony 1 Su, Wen 1 Wang, Boxiang 1 Wang, Shaochen 1 Wang, Zijian 1 Xiao, Peiwen 1 Xing, Yue 1 You, Jinhong 1 Yu, Keming 1 Zhang, Yichen 1 Zhou, Le 1 Zhou, Wang 1 Zou, Hui all top 5 Cited in 13 Serials 3 Statistics and Computing 2 The Annals of Statistics 2 Journal of Econometrics 2 Electronic Journal of Statistics 1 Information Sciences 1 Journal of the American Statistical Association 1 Econometric Reviews 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Data Mining and Knowledge Discovery 1 Acta Mathematica Sinica. Chinese Series 1 Journal of Computational and Graphical Statistics 1 Open Mathematics Cited in 4 Fields 18 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Citations by Year