Online renewable smooth quantile regression

DOI10.1016/J.CSDA.2023.107781MaRDI QIDQ6170543zbMATH OpenFDO

Authors Xiao-Fei Sun, Hongwei Wang, Chao Cai, Mei Yao, Kangning Wang

Publication date 13 July 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2023.107781

zbMATH Keywords

online updating algorithmquantile regressionstreaming data sets

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• A Stochastic Approximation Method
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• scientific article; zbMATH DE number 870530 (Why is no real title available?)
• Logarithmic regret algorithms for online convex optimization
• On evaluating stream learning algorithms
• Quantile regression in partially linear varying coefficient models
• Quantile regression under memory constraint
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• Regression Quantiles
• Renewable estimation and incremental inference in generalized linear models with streaming data sets
• Robust distributed modal regression for massive data
• Second-order non-stationary online learning for regression
• SGD-QN: careful quasi-Newton stochastic gradient descent
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(9)

• scientific article; zbMATH DE number 7448496 (Why is no real title available?)
• Online regularized matrix regression with streaming data
• Renewable composite quantile method and algorithm for nonparametric models with streaming data
• Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data
• Renewable risk assessment of heterogeneous streaming time-to-event cohorts
• Renewable estimation for partly interval-censored data streams
• Quantile super learning for independent and online settings with application to solar power forecasting
• Real-time inference for smoothing quantile regression on streaming datasets with heterogeneity detection
• Online survival analysis with quantile regression

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