Divide and conquer for generalized approximately expectile regression

DOI10.1016/J.JSPI.2025.106300MaRDI QIDQ6945575zbMATH OpenFDO

Authors Zhen Zeng, Weixin Yao

Publication date 8 August 2025

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JSPI.2025.106300

zbMATH Keywords

Bahadur representationdivide and conquer methodexpectile regressionmassive dataseries estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistical aspects of big data and data science (62R07)

Cites work

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• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Optimal expectile smoothing
• Quantile processes for semi and nonparametric regression
• Quantile regression.

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