Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression

DOI10.1214/25-AOS2573MaRDI QIDQ6844162zbMATH OpenFDO

Authors Song-Shan Yang, Yifan Gu, Hanfang Yang, Xuming He

Publication date 16 March 2026

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-54/issue-1/Communication-efficient-and-distributed-oracle-estimation-for-high-dimensional-quantile/10.1214/25-AOS2573.full

zbMATH Keywords

SCADcommunication efficiencydistributed statistical inferencepartial penalization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of parametric tests (62F05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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