Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data

DOI10.1007/S11424-023-3014-YzbMATH Open1544.62239MaRDI QIDQ6595025FDOQ6595025

Authors: Yanjin Peng, Lei Wang 

Publication date: 29 August 2024

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Recommendations

• Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data
• Quantile regression under memory constraint
• Online renewable smooth quantile regression
• Quantile regression in big data: a divide and conquer based strategy

zbMATH Keywords

asymptotic normalityquantile regressionadaptive tuningonline updatingdebiased Lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
• Regularization and Variable Selection Via the Elastic Net
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
• On asymptotically optimal confidence regions and tests for high-dimensional models
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• A Stochastic Approximation Method
• A general theory of hypothesis tests and confidence regions for sparse high dimensional models
• Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information
• Divide-and-conquer for debiased \(l_1\)-norm support vector machine in ultra-high dimensions
• Online updating method with new variables for big data streams
• Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
• Title not available (Why is that?)
• Online Debiasing for Adaptively Collected High-Dimensional Data With Applications to Time Series Analysis

Cited In (4)

• Two-step online estimation and inference for expected shortfall regression with streaming data
• Renewable composite quantile method and algorithm for nonparametric models with streaming data
• Online renewable smooth quantile regression
• Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data

This page was built for publication: Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6595025)