Online updated learning for extremiles via parametric quantile estimation
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Cites work
- A general framework of online updating variable selection for generalized linear models with streaming datasets
- A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
- Composite quantile regression and the oracle model selection theory
- Composite smoothed quantile regression
- Distributed learning for high-dimensional factor augmented regression models
- Estimation of two-layer Gaussian mixture model for streaming longitudinal data in Bayesian framework
- Extremile Regression
- Extremiles: A New Perspective on Asymmetric Least Squares
- Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting
- No-Crossing Single-Index Quantile Regression Curve Estimation
- Online Estimation for Functional Data
- Optimal One-Pass Nonparametric Estimation Under Memory Constraint
- Regression Quantiles
- Renewable estimation and incremental inference in generalized linear models with streaming data sets
- Smoothed quantile regression with large-scale inference
- Smoothing Quantile Regressions
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
- Two-Point Step Size Gradient Methods
- Unconditional Quantile Regression for Streaming Datasets
- Weighted composite quantile regression for single-index models
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