Communication-efficient estimation of high-dimensional quantile regression

DOI10.1142/S0219530520500098zbMath1452.62527MaRDI QIDQ5132235

Heng Lian, Lei Wang

Publication date: 10 November 2020

Published in: Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

empirical processes; divide and conquer; distributed estimator; high-dimensional quantile regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

62R07: Statistical aspects of big data and data science