Optimal subsampling for composite quantile regression model in massive data

DOI10.1007/S00362-021-01271-YMaRDI QIDQ2165835zbMATH OpenOpenAlexFDO

Authors Yujing Shao, Lei Wang

Publication date 23 August 2022

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-021-01271-y

zbMATH Keywords

A-optimalitycomposite quantile regressioniterative subsamplingL-optimalitymassive dataweighted composite quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Optimum experimental designs, with SAS
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Cited in

(21)

• scientific article; zbMATH DE number 5769855 (Why is no real title available?)
• Composite quantile regression for massive datasets
• Optimal subsampling for large‐sample quantile regression with massive data
• Optimal subsampling for functional quantile regression
• Optimal subsampling for modal regression in massive data
• Robust optimal subsampling based on weighted asymmetric least squares
• Distributed optimal subsampling for quantile regression with massive data
• Big data subsampling: a review
• LPRE estimation for functional multiplicative model and optimal subsampling
• Optimal subsampling algorithm for composite quantile regression with distributed data
• Optimal distributed Poisson subsampling for modal regression with massive data
• Optimal response-free Poisson subsampling for generalized linear models in increasing dimension
• Optimal Decorrelated Score Subsampling for High-Dimensional Generalized Linear Models Under Measurement Constraints
• Optimal subsampling for L_p-quantile regression via decorrelated score
• Optimal distributed subsampling under heterogeneity
• Double-robust and heterogeneity-aware distributed Poisson subsampling for misspecified measurement error models
• Optimal subsampling for high-dimensional partially linear models via machine learning methods
• Optimal Neyman-orthogonal subsampling for partially linear mediation models
• Optimal Poisson subsampling for multiplicative regressions with massive data
• Random perturbation subsampling estimation under composite quantile regression with diverging dimensions
• Optimal subsampling for functional composite quantile regression in massive data

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