Optimal subsampling for composite quantile regression in big data

DOI10.1007/s00362-022-01292-1OpenAlexW4210826593MaRDI QIDQ2093142

Yanyan Li

Publication date: 4 November 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-022-01292-1

zbMATH Keywords

asymptotic distributioncomposite quantile regressionmassive dataoptimal subsamplingL-optimality

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Optimal subsampling for functional quantile regression ⋮ Optimal subsampling for least absolute relative error estimators with massive data

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