Robust optimal subsampling based on weighted asymmetric least squares

DOI10.1007/S00362-023-01480-7MaRDI QIDQ6579422zbMATH OpenFDO

Authors Min Ren, Shengli Zhao, Mingqiu Wang, Xinbei Zhu

Publication date 25 July 2024

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

robustnessasymmetric least squaresmassive dataPoisson subsampling

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05)

Recommendations

• Optimal subsampling for large-scale quantile regression
• Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
• Optimal subsampling for quantile regression in big data
• Optimal subsampling for functional quantile regression

Cites work

• scientific article; zbMATH DE number 3789676 (Why is no real title available?)
• scientific article; zbMATH DE number 775727 (Why is no real title available?)
• A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
• A review on design inspired subsampling for big data
• A statistical perspective on algorithmic leveraging
• Asymmetric Least Squares Estimation and Testing
• Asymptotic Statistics
• Asymptotic Theory of Rejective Sampling with Varying Probabilities from a Finite Population
• Faster least squares approximation
• High-dimensional generalizations of asymmetric least squares regression and their applications
• Information-Based Optimal Subdata Selection for Big Data Linear Regression
• Information-based optimal subdata selection for non-linear models
• Least-Square Approximation for a Distributed System
• LowCon: A Design-based Subsampling Approach in a Misspecified Linear Model
• On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
• On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
• Optimal Design of Experiments
• Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
• Optimal subsampling algorithms for big data regressions
• Optimal subsampling for composite quantile regression in big data
• Optimal subsampling for composite quantile regression model in massive data
• Optimal subsampling for functional quantile regression
• Optimal subsampling for large sample logistic regression
• Optimal subsampling for large-scale quantile regression
• Optimal subsampling for quantile regression in big data
• Orthogonal subsampling for big data linear regression
• Penalized expectile regression: an alternative to penalized quantile regression
• Quantile regression.
• Regression Quantiles
• Some results on the convergence of conditional distributions
• Subdata selection algorithm for linear model discrimination
• Variable selection in high-dimensional linear model with possibly asymmetric errors

Cited in

(2)

• Robust data sampling in machine learning: a game-theoretic framework for training and validation data selection
• Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data

This page was built for publication: Robust optimal subsampling based on weighted asymmetric least squares

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579422)