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Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data - MaRDI portal

Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data (Q6595025)

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scientific article; zbMATH DE number 7903356
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English
Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data
scientific article; zbMATH DE number 7903356

    Statements

    Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data (English)
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    29 August 2024
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    adaptive tuning
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    asymptotic normality
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    debiased Lasso
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    online updating
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    quantile regression
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    Identifiers