Composite quantile regression for massive datasets
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Publication:4580023
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Cites work
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- Composite quantile regression and the oracle model selection theory
- Composite quantile regression for correlated data
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- scientific article; zbMATH DE number 1156422 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Limiting distributions for \(L_1\) regression estimators under general conditions
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- Weighted local linear CQR for varying-coefficient models with missing covariates
Cited in
(38)- Composite quantile regression for correlated data
- Advanced algorithms for penalized quantile and composite quantile regression
- Adaptive quantile regressions for massive datasets
- Optimal subsampling for composite quantile regression in big data
- Optimal subsampling for composite quantile regression model in massive data
- Block average quantile regression for massive dataset
- Single-index composite quantile regression for massive data
- Composite quantile regression for ultra-high dimensional semiparametric model averaging
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data
- Quantile regression under memory constraint
- Bayesian joint-quantile regression
- Communication-efficient sparse composite quantile regression for distributed data
- An adaptive composite quantile approach to dimension reduction
- Composite quasi-likelihood for single-index models with massive datasets
- General composite quantile regression: Theory and methods
- Divide and conquer local average regression
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions
- Distributed penalized modal regression for massive data
- Communication-efficient estimation of quantile matrix regression for massive datasets
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- Communication-efficient surrogate quantile regression for non-randomly distributed system
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
- Residual projection for quantile regression in vertically partitioned big data
- An adapted loss function for composite quantile regression with censored data
- Online updating Huber robust regression for big data streams
- Distributed composite quantile regression for high-dimensional data
- Communication-efficient distributed composite quantile regression via convolution smoothing and Poisson subsampling
- Online Kernel-Based Mode Learning
- Optimal subsampling algorithm for composite quantile regression with distributed data
- Decentralized Learning of Quantile Regression: A Smoothing Approach
- Posterior rates of convergence for composite quantile regression
- Adaptive distributed smooth composite quantile regression estimation for large-scale data
- A fast divide-and-conquer strategy for single-index model with massive data
- Right-censored models by the expectile method
- Composite quantile regression for a distributed system with non-randomly distributed data
- Communication-Efficient Pilot Estimation for Non-Randomly Distributed Data in Diverging Dimensions
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