Communication-efficient estimation of high-dimensional quantile regression

DOI10.1142/S0219530520500098zbMath1452.62527MaRDI QIDQ5132235

Heng Lian, Lei Wang

Publication date: 10 November 2020

Published in: Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

empirical processesdivide and conquerdistributed estimatorhigh-dimensional quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical aspects of big data and data science (62R07)

Related Items (9)

Robust distributed multicategory angle-based classification for massive data ⋮ Communication-efficient distributed estimation of partially linear additive models for large-scale data ⋮ A communication efficient distributed one-step estimation ⋮ Communication-efficient distributed estimation for high-dimensional large-scale linear regression ⋮ Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression ⋮ Communication-efficient sparse composite quantile regression for distributed data ⋮ Statistical inference and distributed implementation for linear multicategory SVM ⋮ Distributed inference for the quantile regression model based on the random weighted bootstrap ⋮ Communication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score

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