Optimal subsampling algorithms for composite quantile regression in massive data
From MaRDI portal
Publication:6132705
Cites work
- A Scalable Bootstrap for Massive Data
- A note on the efficiency of composite quantile regression
- A statistical perspective on algorithmic leveraging
- A statistical perspective on randomized sketching for ordinary least-squares
- Adaptive iterative Hessian sketch via A-optimal subsampling
- Aggregated estimating equation estimation
- Communication-efficient distributed statistical inference
- Composite quantile regression and the oracle model selection theory
- Composite quantile regression for massive datasets
- Distributed inference for quantile regression processes
- Distributed testing and estimation under sparse high dimensional models
- Estimation and test procedures for composite quantile regression with covariates missing at random
- Estimation of linear composite quantile regression using EM algorithm
- Fast approximation of matrix coherence and statistical leverage
- Faster least squares approximation
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- Limiting distributions for \(L_1\) regression estimators under general conditions
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- On the de la Garza phenomenon
- Optimal Design of Experiments
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- Optimal subsampling for large sample logistic regression
- Optimal subsampling for large-scale quantile regression
- Optimal subsampling for quantile regression in big data
- Optimal subsampling for softmax regression
- Optimum experimental designs, with SAS
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Quantile regression in big data: a divide and conquer based strategy
- Quantile regression.
- Randomized sketches for kernels: fast and optimal nonparametric regression
- Sampling algorithms for \(l_2\) regression and applications
- Speeding Up MCMC by Efficient Data Subsampling
- Statistical methods and computing for big data
- Two step composite quantile regression for single-index models
Cited in
(2)
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)