Optimal subsampling for composite quantile regression model in massive data
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Cites work
- A note on the efficiency of composite quantile regression
- A statistical perspective on algorithmic leveraging
- A statistical perspective on randomized sketching for ordinary least-squares
- Composite quantile regression and the oracle model selection theory
- Composite quantile regression for massive datasets
- Fast approximation of matrix coherence and statistical leverage
- Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
- More efficient estimation for logistic regression with optimal subsamples
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Optimal subsampling for large sample logistic regression
- Optimal subsampling for large-scale quantile regression
- Optimal subsampling for quantile regression in big data
- Optimum experimental designs, with SAS
- Quantile regression.
- Weighted composite quantile regression for single-index models
Cited in
(7)- Robust optimal subsampling based on weighted asymmetric least squares
- Optimal subsampling for large‐sample quantile regression with massive data
- Distributed optimal subsampling for quantile regression with massive data
- Composite quantile regression for massive datasets
- Optimal subsampling for functional quantile regression
- scientific article; zbMATH DE number 5769855 (Why is no real title available?)
- Optimal subsampling for modal regression in massive data
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