Single-index composite quantile regression for massive data

DOI10.1016/J.JMVA.2020.104669MaRDI QIDQ2201561zbMATH OpenOpenAlexFDO

Authors Rong Jiang, Keming Yu

Publication date 29 September 2020

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2020.104669

zbMATH Keywords

single-index modelcomposite quantile regressionmassive data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistical aspects of big data and data science (62R07)

Recommendations

• Composite quantile regression for massive datasets
• Single-index composite quantile regression
• Single-index composite quantile regression for ultra-high-dimensional data
• Weighted composite quantile regression for single-index models
• Two step composite quantile regression for single-index models

Cites work

• scientific article; zbMATH DE number 720755 (Why is no real title available?)
• A split-and-conquer approach for analysis of
• Aggregated estimating equation estimation
• An Adaptive Estimation of Dimension Reduction Space
• Communication-efficient sparse regression
• Composite estimation for single-index models with responses subject to detection limits
• Composite quantile regression and the oracle model selection theory
• Confidence Distributions and a Unifying Framework for Meta-Analysis
• D-vine copula based quantile regression
• Estimation and testing for partially linear single-index models
• Estimation for a partial-linear single-index model
• Estimation of linear composite quantile regression using EM algorithm
• Identifiability of single-index models and additive-index models
• Inference for single-index quantile regression models with profile optimization
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Multivariate Meta-Analysis of Heterogeneous Studies Using Only Summary Statistics: Efficiency and Robustness
• On copula-based conditional quantile estimators
• On the efficiency of online approach to nonparametric smoothing of big data
• On the relative efficiency of using summary statistics versus individual-level data in meta-analysis
• Optimal smoothing in single-index models
• Quantile regression under memory constraint
• Semi-parametric estimation of partially linear single-index models
• Shrinkage estimation of partially linear single-index models
• Single index quantile regression for heteroscedastic data
• Single-index composite quantile regression
• Single-index composite quantile regression with heteroscedasticity and general error distributions
• Single-index quantile regression
• Weak and strong uniform consistency of kernel regression estimates
• Weighted composite quantile regression for single-index models

Cited in

(6)

• Adaptive quantile regressions for massive datasets
• Single-index composite quantile regression for ultra-high-dimensional data
• Composite quantile regression for massive datasets
• An effective method to reduce the computational complexity of composite quantile regression
• Communication-efficient sparse composite quantile regression for distributed data
• No-Crossing Single-Index Quantile Regression Curve Estimation

This page was built for publication: Single-index composite quantile regression for massive data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2201561)