Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data (Q6595025)

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scientific article; zbMATH DE number 7903356
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    Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data
    scientific article; zbMATH DE number 7903356

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      Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data (English)
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      29 August 2024
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      adaptive tuning
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      asymptotic normality
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      debiased Lasso
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      online updating
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      quantile regression
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