A short note on fitting a single-index model with massive data

DOI10.1080/24754269.2022.2135807MaRDI QIDQ5880191zbMATH OpenOpenAlexFDO

Authors Rong Jiang, Yexun Peng

Publication date 7 March 2023

Published in Statistical Theory and Related Fields (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/24754269.2022.2135807

zbMATH Keywords

divide-and-conquer methodmassive datasetsingle-index model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A split-and-conquer approach for analysis of
• Aggregated estimating equation estimation
• An Adaptive Estimation of Dimension Reduction Space
• Communication-efficient distributed statistical inference
• Composite estimation for single-index models with responses subject to detection limits
• Composite quasi-likelihood for single-index models with massive datasets
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Estimation for a partial-linear single-index model
• On semiparametric \(M\)-estimation in single-index regression
• Quantile regression under memory constraint
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Single index quantile regression for heteroscedastic data
• Single-index quantile regression
• Two step composite quantile regression for single-index models
• Weighted composite quantile regression for single-index models

Cited in

(2)

• Distributed composite quantile regression for high-dimensional data
• A fast divide-and-conquer strategy for single-index model with massive data

This page was built for publication: A short note on fitting a single-index model with massive data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5880191)