Efficient distributed estimation for expectile regression in increasing dimensions

DOI10.1016/J.APM.2025.115974MaRDI QIDQ6997359zbMATH OpenFDO

Authors Xiaoyan Li, Zhimin Zhang

Publication date 14 April 2025

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.APM.2025.115974

zbMATH Keywords

distributed estimatorexpectile regressionincreasing dimensionslarge-scale asymmetric datanon-randomly distributed scenariosPoisson subsampling

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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