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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| English | Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data |
scientific article; zbMATH DE number 7903356 |
Statements
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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0.8014653921127319
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0.7659906148910522
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0.7494466304779053
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0.7363058924674988
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