Random projections for quantile ridge regression

DOI10.1002/STA4.386MaRDI QIDQ6541799zbMATH OpenFDO

Authors Yan Zhou, Jiang Liang, Yaohua Hu, Heng Lian

Publication date 21 May 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.386

zbMATH Keywords

dimension reductionlinear quantile regressionrandom projectionridge regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(3)

• A new variable selection and estimation algorithm for the high-dimensional quantile single-index model
• Adaptive distributed smooth composite quantile regression estimation for large-scale data
• Robust composite quantile regression with large-scale streaming data sets

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