Adaptive quantile regressions for massive datasets

DOI10.1007/s00362-020-01170-8zbMath1477.62091OpenAlexW3013472561MaRDI QIDQ2065319

Xin Liu, Rong Jiang, Wei-Wei Chen

Publication date: 7 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-020-01170-8

zbMATH Keywords

smoothing methoddivide and conqueradaptive quantile regressionsmassive dataset

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Related Items (2)

Composite quasi-likelihood for single-index models with massive datasets ⋮ A communication efficient distributed one-step estimation

Cites Work

• Unnamed Item
• Unnamed Item
• Estimation of linear composite quantile regression using EM algorithm
• Variance estimation in censored quantile regression via induced smoothing
• Aggregated estimating equation estimation
• A note on L-estimates for linear models
• Robust and efficient estimation with weighted composite quantile regression
• Block average quantile regression for massive dataset
• Quantile regression under memory constraint
• Composite versus model-averaged quantile regression
• A split-and-conquer approach for analysis of
• Regression Quantiles
• Bootstrap Methods for Median Regression Models
• Composite quantile regression for massive datasets
• Adaptive composite quantile regressions and their asymptotic relative efficiency
• A note on the efficiency of composite quantile regression

This page was built for publication: Adaptive quantile regressions for massive datasets