Quantile regression for large-scale data via sparse exponential transform method
From MaRDI portal
Publication:4613926
DOI10.1080/02331888.2018.1534853zbMath1416.62410OpenAlexW2896298497WikidataQ115551607 ScholiaQ115551607MaRDI QIDQ4613926
No author found.
Publication date: 28 January 2019
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2018.1534853
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Sampling theory, sample surveys (62D05)
Cites Work
- Unnamed Item
- Unnamed Item
- The Fast Cauchy Transform and Faster Robust Linear Regression
- Adaptive LASSO model selection in a multiphase quantile regression
- Sampling algorithms for l2 regression and applications
- Survival Analysis With Quantile Regression Models
- Sampling Algorithms and Coresets for $\ell_p$ Regression
- Regression Quantiles
- Reappraising Medfly Longevity
- Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models
- Bayesian Lasso-mixed quantile regression
- Efficient quantile regression for heteroscedastic models
- Detecting Differential Expressions in GeneChip Microarray Studies
- Subspace embeddings for the L 1 -norm with applications
- Low-distortion subspace embeddings in input-sparsity time and applications to robust linear regression
This page was built for publication: Quantile regression for large-scale data via sparse exponential transform method