Optimal subsampling for large‐sample quantile regression with massive data

DOI10.1002/cjs.11697MaRDI QIDQ6059454

Yong Zhou, Li Shao, Shanshan Song

Publication date: 2 November 2023

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

quantile regressionmassive dataoptimal subsampling

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics (62-XX) Missing data (62D10)

Related Items

Optimal subsampling for functional quantile regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Subsampling inference in threshold autoregressive models
• Local case-control sampling: efficient subsampling in imbalanced data sets
• Faster least squares approximation
• On the uniform asymptotic validity of subsampling and the bootstrap
• Some asymptotic results for jackknifing the sample quantile
• Censored regression quantiles
• Some asymptotic theory for the bootstrap
• Bootstrap methods: another look at the jackknife
• Subsampling
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• A general theory for jackknife variance estimation
• Large sample confidence regions based on subsamples under minimal assumptions
• Optimal subsampling for large-scale quantile regression
• Quantile regression under memory constraint
• Quantile regression in big data: a divide and conquer based strategy
• Distributed inference for quantile regression processes
• Low-Rank Approximation and Regression in Input Sparsity Time
• Efficient resampling methods for nonsmooth estimating functions
• Sampling algorithms for l₂ regression and applications
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• A Simple Method for Robust Regression
• Regression Quantiles
• Censored Regression Quantiles
• A Lack-of-Fit Test for Quantile Regression
• Robust, Scalable, and Fast Bootstrap Method for Analyzing Large Scale Data
• Optimal Subsampling for Large Sample Logistic Regression
• A Scalable Bootstrap for Massive Data
• Information-Based Optimal Subdata Selection for Big Data Linear Regression
• Optimal Design of Experiments
• Efficient Quantile Regression Analysis With Missing Observations
• Subspace embeddings for the L ₁ -norm with applications
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Low-distortion subspace embeddings in input-sparsity time and applications to robust linear regression
• Optimal subsampling for quantile regression in big data
• First-Order Newton-Type Estimator for Distributed Estimation and Inference