An effective method to reduce the computational complexity of composite quantile regression

DOI10.1007/S00180-017-0749-8zbMATH Open1417.62100OpenAlexW2739362286MaRDI QIDQ1695421FDOQ1695421

Authors: Yanke Wu, Maozai Tian 

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0749-8

Recommendations

• General composite quantile regression: Theory and methods
• Composite quantile regression and the oracle model selection theory
• Composite kernel quantile regression
• Single-index composite quantile regression for massive data
• Composite quantile regression and variable selection in single-index coefficient model

zbMATH Keywords

computational complexitylinear programmingquantile regressioncomposite quantile regressiondual problem

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Complexity and performance of numerical algorithms (65Y20)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Quantile regression.
• Bayesian quantile inference
• Gibbs sampling methods for Bayesian quantile regression
• Bayesian quantile regression
• Bayesian quantile regression for censored data
• Quantile smoothing splines
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Composite quantile regression and the oracle model selection theory
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• A note on L-estimates for linear models
• Linear quantile regression based on EM algorithm
• Hierarchical linear regression models for conditional quantiles

Cited In (2)

• An adaptive composite quantile approach to dimension reduction
• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms

This page was built for publication: An effective method to reduce the computational complexity of composite quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1695421)