Bissantz, Nicolai; Dümbgen, Lutz; Munk, Axel; … - 2008
functional to be minimized and includes the iteratively reweighted least squares algorithm as a special case. We prove … unconstrained settings. The algorithm is applied to TV penalized quantile regression and is compared with a step size corrected … Newton-Raphson algorithm. It is found that typically in the first steps the iteratively reweighted least squares algorithm …