Communication-efficient estimation of high-dimensional quantile regression
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Publication:5132235
DOI10.1142/S0219530520500098zbMath1452.62527MaRDI QIDQ5132235
Publication date: 10 November 2020
Published in: Analysis and Applications (Search for Journal in Brave)
empirical processes; divide and conquer; distributed estimator; high-dimensional quantile regression
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
62R07: Statistical aspects of big data and data science