Optimal subsampling algorithms for composite quantile regression in massive data

DOI10.1080/02331888.2023.2239507OpenAlexW4385246867MaRDI QIDQ6132705FDOQ6132705

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 distributioncomposite quantile regressionmassive dataoptimal subsamplingcombining subsamples

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Quantile regression.
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Optimum experimental designs, with SAS
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Composite quantile regression and the oracle model selection theory
• Sampling algorithms for \(l_2\) regression and applications
• Speeding Up MCMC by Efficient Data Subsampling
• A statistical perspective on algorithmic leveraging
• Faster least squares approximation
• Optimal Design of Experiments
• Two step composite quantile regression for single-index models
• Estimation and test procedures for composite quantile regression with covariates missing at random
• On the de la Garza phenomenon
• Estimation of linear composite quantile regression using EM algorithm
• Aggregated estimating equation estimation
• Composite quantile regression for massive datasets
• Fast approximation of matrix coherence and statistical leverage
• Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
• A Scalable Bootstrap for Massive Data
• Information-Based Optimal Subdata Selection for Big Data Linear Regression
• Distributed testing and estimation under sparse high dimensional models
• Randomized sketches for kernels: fast and optimal nonparametric regression
• Distributed inference for quantile regression processes
• Optimal subsampling for large sample logistic regression
• Communication-efficient distributed statistical inference
• A statistical perspective on randomized sketching for ordinary least-squares
• A note on the efficiency of composite quantile regression
• Statistical methods and computing for big data
• Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
• Optimal subsampling for large-scale quantile regression
• Optimal subsampling for softmax regression
• Optimal subsampling for quantile regression in big data
• Quantile regression in big data: a divide and conquer based strategy
• Adaptive iterative Hessian sketch via \(A\)-optimal subsampling

Cited In (2)

• Optimal subsampling for large‐sample quantile regression with massive data
• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms

This page was built for publication: Optimal subsampling algorithms for composite quantile regression in massive data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6132705)