Composite smoothed quantile regression

DOI10.1002/sta4.542MaRDI QIDQ6548780

Xiaozhou Wang, Yibo Yan, Ri-quan Zhang

Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

Bahadur representationasymptotic relative efficiencygradient descentcomposite quantile regressionnon-asymptotic statisticsconvolution-type smoothing

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
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• Single-Index-Based CoVaR With Very High-Dimensional Covariates

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