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Communication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score - MaRDI portal

Communication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score (Q6629356)

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scientific article; zbMATH DE number 7935562
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English
Communication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score
scientific article; zbMATH DE number 7935562

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    Communication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score (English)
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    29 October 2024
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    distributed inference
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    high-dimensional nuisance parameter
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    kernel smoothing
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    multiround algorithms
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    nonsmooth loss
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    surrogate likelihood
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