High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
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- Statistical inference for smoothed quantile regression with streaming data
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- Fast inference for quantile regression with tens of millions of observations
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- Simplex quantile regression without crossing
- A simple approach to simultaneous quantile regression under partial homogeneity constraints
- Nonparametric Quantile Regression and Uniform Inference with Unknown Error Distribution
- A review of recent advances in high-dimensional quantile regression
- fastkqr: A Fast Algorithm for Kernel Quantile Regression
- High-dimensional convolution-smoothed quantile linear models for Hilbert manifold covariates
- Efficient Distributed Learning over Decentralized Networks with Convoluted Support Vector Machine
- Convoluted support matrix machine in high dimensions
- Asymptotics of CoVaR inference in two-quantile-regression
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