Optimal subsampling for linear quantile regression models

DOI10.1002/cjs.11590zbMath1492.62073OpenAlexW3133949540MaRDI QIDQ5094264

Yan Fan, Yukun Liu, Li Xing Zhu

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11590

zbMATH Keywords

Hansen-Hurwitz estimatorbig datalinear quantile regressionuniform samplingoptimal subsampling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Sampling theory, sample surveys (62D05) Statistical aspects of big data and data science (62R07)

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