Optimal subsampling for composite quantile regression in big data
type: Item
instance of: scholarly article
title: Optimal subsampling for composite quantile regression in big data
author: Yanyan Li
published in: Statistical Papers
publication date: 2022-11-04T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7612357
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: composite quantile regression
zbMATH Keywords: massive data
zbMATH Keywords: L-optimality
zbMATH Keywords: optimal subsampling
MaRDI profile type: Publication
full work available at URL: s00362-022-01292-1
OpenAlex ID: W4210826593
cites work: Q5004042
cites work: Q3445852
cites work: Sampling algorithms for l2 regression and applications
cites work: Faster least squares approximation
cites work: Q3095010
cites work: Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
cites work: Q3145539
cites work: Two step composite quantile regression for single-index models
cites work: Single-index composite quantile regression with heteroscedasticity and general error distributions
cites work: Composite quantile regression for massive datasets
cites work: Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
cites work: New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
cites work: Limiting distributions for \(L_1\) regression estimators under general conditions
cites work: Q3413299
cites work: Aggregated estimating equation estimation
cites work: Q5502137
cites work: Estimation and test procedures for composite quantile regression with covariates missing at random
cites work: Q2953637
cites work: An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
cites work: Weighted local linear CQR for varying-coefficient models with missing covariates
cites work: Weighted composite quantile estimation and variable selection method for censored regression model
cites work: Asymptotic Statistics
cites work: Q5214224
cites work: Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
cites work: Optimal subsampling for quantile regression in big data
cites work: Optimal Subsampling for Large Sample Logistic Regression
cites work: Information-Based Optimal Subdata Selection for Big Data Linear Regression
cites work: Optimal subsampling for softmax regression
cites work: Composite quantile regression and the oracle model selection theory
DOI: 10.1007/S00362-022-01292-1
description: scientific article; zbMATH DE number 7612357