López, Héctor Andrés; Mora, Héctor Manuel Calculus of the estimators of linear quantile regression by the method ACCPM. (Spanish. English summary) Zbl 1148.62011 Rev. Colomb. Estad. 30, No. 1, 53-68 (2007). Summary: The present work shows how to calculate the estimators in quantile regression by the nondifferentiable optimization method ACCPM (Analytic Center Cutting Plane Method). The calculus of the estimators is usually found by linear programming and its respective techniques of solution (Simplex method, interior point methods, etc.). The first part presents some generalities of quantile regression and its formulation as a linear programming problem. Also, a brief description of the ACCPM method is made. Finally, the application of the ACCPM method for the calculation of the estimators by quantiles and the numerical results and comparisons of the ACCPM with the statistic package R and the optimization package GAMS is shown. MSC: 62F10 Point estimation 90C05 Linear programming 65C60 Computational problems in statistics (MSC2010) Keywords:regression estimator; quantile estimation Software:GAMS PDFBibTeX XMLCite \textit{H. A. López} and \textit{H. M. Mora}, Rev. Colomb. Estad. 30, No. 1, 53--68 (2007; Zbl 1148.62011) Full Text: EuDML