Optimal subsampling for functional composite quantile regression in massive data
From MaRDI portal
Cites work
- A statistical perspective on algorithmic leveraging
- Asymptotic properties of best 𝐿₂[0,1] approximation by splines with variable knots
- Asymptotic Statistics
- Composite quantile regression and the oracle model selection theory
- Estimation in functional linear quantile regression
- Functional Data Analysis for Sparse Longitudinal Data
- Functional single-index composite quantile regression
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Local asymptotics for regression splines and confidence regions
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Methodology and convergence rates for functional linear regression
- Minimax adaptive tests for the functional linear model
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- Optimal subsampling algorithms for big data regressions
- Optimal subsampling for composite quantile regression in big data
- Optimal subsampling for composite quantile regression model in massive data
- Optimal subsampling for functional quantile regression
- Optimal subsampling for large sample logistic regression
- Optimal subsampling for quantile regression in big data
- Optimum experimental designs, with SAS
- Single-index composite quantile regression for ultra-high-dimensional data
- Single-index partially functional linear quantile regression
This page was built for publication: Optimal subsampling for functional composite quantile regression in massive data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7356832)
