A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
From MaRDI portal
Publication:6620985
DOI10.1080/07350015.2021.1961789zbMATH Open1547.62873MaRDI QIDQ6620985FDOQ6620985
Authors: Rui Pan, Tunan Ren, Feng Li, Guodong Li, Hansheng Wang
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Regression Quantiles
- Title not available (Why is that?)
- One-step sparse estimates in nonconcave penalized likelihood models
- Quantile regression.
- Nonparametric econometrics. Theory and practice.
- Bayesian spatial quantile regression
- Large Sample Techniques for Statistics
- Quantile correlations and quantile autoregressive modeling
- Mathematical Statistics
- An interior point algorithm for nonlinear quantile regression
- On One-Step GM Estimates and Stability of Inferences in Linear Regression
- Title not available (Why is that?)
- Prospects of Nonparametric Modeling
- A split-and-conquer approach for analysis of
- Bayesian variable selection in quantile regression
- Distributed inference for linear support vector machine
- A Scalable Bootstrap for Massive Data
- Best possibility constant for bandwidth selection
- Communication-efficient sparse regression
- Distributed testing and estimation under sparse high dimensional models
- Communication-efficient algorithms for statistical optimization
- Communication-efficient distributed statistical inference
- Bias and variance reduction techniques for bootstrap information criteria
- Distributed semi-supervised learning with kernel ridge regression
- Least-Square Approximation for a Distributed System
- Bayesian quantile regression for ordinal longitudinal data
- Distributed estimation of principal eigenspaces
- Quantile regression under memory constraint
- Distributed feature screening via componentwise debiasing
Cited In (5)
- Distributed optimal subsampling for quantile regression with massive data
- Distributed subsampling for multiplicative regression
- A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
- Distributed hypothesis testing for large dimensional two-sample mean vectors
- Support vector machine in big data: smoothing strategy and adaptive distributed inference
This page was built for publication: A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620985)