A note on the efficiency of composite quantile regression

DOI10.1080/00949655.2015.1062096OpenAlexW2290073353MaRDI QIDQ5222410

Heng Lian, Kaifeng Zhao

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1062096

zbMATH Keywords

quantile regressionasymptotic varianceweighted composite quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

Multi-round smoothed composite quantile regression for distributed data ⋮ Optimal subsampling for composite quantile regression model in massive data ⋮ Composite quantile regression for massive datasets ⋮ Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking ⋮ Optimal subsampling algorithms for composite quantile regression in massive data ⋮ Communication-efficient sparse composite quantile regression for distributed data ⋮ Adaptive composite quantile regressions and their asymptotic relative efficiency ⋮ Adaptive quantile regressions for massive datasets

Cites Work

• Unnamed Item
• A note on L-estimates for linear models
• Composite quantile regression and the oracle model selection theory
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Regression Quantiles
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression

This page was built for publication: A note on the efficiency of composite quantile regression