Feature-splitting algorithms for ultrahigh dimensional quantile regression

DOI10.1016/J.JECONOM.2023.01.028MaRDI QIDQ6969756zbMATH OpenFDO

Authors Song-Shan Yang, Christina Dan Wang, Yifan Jiang, Runze Li

Publication date 19 June 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

ADMMparallel computingpenalized quantile regressionsample-splitting algorithm

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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