Composite smoothed quantile regression

DOI10.1002/STA4.542MaRDI QIDQ6548780zbMATH OpenFDO

Authors Yibo Yan, Xiaozhou Wang, Riquan Zhang

Publication date 3 June 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.542

zbMATH Keywords

asymptotic relative efficiencyBahadur representationcomposite quantile regressionconvolution-type smoothinggradient descentnon-asymptotic statistics

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Variable selection in high-dimensional partially linear additive models for composite quantile regression

Cited in

(3)

• Two-metric variable scaled splitting algorithm for nonsmooth nonconvex sparsity-penalized quantile regression
• Online updated learning for extremiles via parametric quantile estimation
• Imputation algorithms based on the majorization-minimization framework for smoothed composite quantile regression and applications

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