Optimal subsampling algorithms for composite quantile regression in massive data

DOI10.1080/02331888.2023.2239507MaRDI QIDQ6132705zbMATH OpenOpenAlexFDO

Authors Jun Jin, Shuangzhe Liu, Tiefeng Ma

Publication date 17 August 2023

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2023.2239507

zbMATH Keywords

asymptotic distributioncombining subsamplescomposite quantile regressionmassive dataoptimal subsampling

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(5)

• Optimal subsampling for large‐sample quantile regression with massive data
• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
• Communication-efficient distributed composite quantile regression via convolution smoothing and Poisson subsampling
• Optimal subsampling for double generalized linear models with heterogeneous massive data
• Composite quantile regression for a distributed system with non-randomly distributed data

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