Estimation and testing of expectile regression with efficient subsampling for massive data

DOI10.1007/S00362-024-01571-ZMaRDI QIDQ7031844zbMATH OpenFDO

Authors Baolin Chen, Shanshan Song, Yong Zhou

Publication date 6 February 2025

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-024-01571-Z

zbMATH Keywords

asymmetric least square (ALS) estimatorkernel smoothingNewton's iterationsubsampling strategy

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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