Communication-efficient sparse composite quantile regression for distributed data

DOI10.1007/S00184-022-00868-ZOpenAlexW4282981280MaRDI QIDQ2696327

Lei Wang, Yaohong Yang

Publication date: 11 April 2023

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-022-00868-z

zbMATH Keywords

ADMMcomposite quantile regressiondistributed estimationLasso penaltycommunication-efficient surrogate loss

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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