Optimal subsampling for composite quantile regression model in massive data

DOI10.1007/s00362-021-01271-yOpenAlexW3209520141MaRDI QIDQ2165835

Lei Wang, Yujing Shao

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 regressionweighted composite quantile regressionmassive dataL-optimalityiterative subsampling

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Optimal subsampling for functional quantile regression

Cites Work

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• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Optimal Subsampling for Large Sample Logistic Regression
• A note on the efficiency of composite quantile regression
• Optimal subsampling for quantile regression in big data

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