Optimal subsampling for quantile regression in big data

DOI10.1093/biomet/asaa043zbMath1462.62248arXiv2001.10168OpenAlexW3044420422MaRDI QIDQ5857980

Yanyuan Ma, Hai Ying Wang

Publication date: 8 April 2021

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.10168

zbMATH Keywords

asymptotic distributionmassive datasharp inequalityiterative subsampling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sampling theory, sample surveys (62D05) Classical flows, reactions, etc. in chemistry (92E20) Statistical aspects of big data and data science (62R07)

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