Distributed estimation and inference for semiparametric binary response models
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Cites work
- scientific article; zbMATH DE number 1085996 (Why is no real title available?)
- scientific article; zbMATH DE number 7370601 (Why is no real title available?)
- A Smoothed Maximum Score Estimator for the Binary Response Model
- A distributed one-step estimator
- A massive data framework for M-estimators with cubic-rate
- A partially linear framework for massive heterogeneous data
- A review of distributed statistical inference
- A split-and-conquer approach for analysis of
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Asymptotic efficiency in semi-parametric models with censoring
- Asymptotic normality of a change plane estimator in fixed dimension with near-optimal rate
- Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems
- Communication-Efficient Accurate Statistical Estimation
- Communication-efficient algorithms for statistical optimization
- Communication-efficient distributed statistical inference
- Communication-efficient sparse regression
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Covariate-adjusted generalized linear models
- Cube root asymptotics
- Distributed adaptive Huber regression
- Distributed estimation of principal eigenspaces
- Distributed inference for linear support vector machine
- Distributed inference for quantile regression processes
- Distributed linear regression by averaging
- Distributed testing and estimation under sparse high dimensional models
- Divide and conquer in nonstandard problems and the super-efficiency phenomenon
- Divide and conquer kernel ridge regression: a distributed algorithm with minimax optimal rates
- Exact computation of max weighted score estimators
- Family ties and corruption
- First-Order Newton-Type Estimator for Distributed Estimation and Inference
- Heterogeneity-aware and communication-efficient distributed statistical inference
- High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
- Maximum Likelihood Estimation of Misspecified Models
- Maximum score estimation of the stochastic utility model of choice
- Nonparametric and semiparametric models.
- Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses
- Quantile regression under memory constraint
- Scalable estimation and inference for censored quantile regression process
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Smoothed quantile regression with large-scale inference
- Smoothing Quantile Regressions
- Statistical inference in massive data sets
- Statistical tests and identifiability conditions for pooling and analyzing multisite datasets
- Superefficiency in nonparametric function estimation
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- WONDER: weighted one-shot distributed ridge regression in high dimensions
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