Communication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score

DOI10.1002/SIM.9555zbMATH Open1547.62206MaRDI QIDQ6629356FDOQ6629356

Authors: Fengrui Di, Lei Wang, Heng Lian 

Publication date: 29 October 2024

Published in: Statistics in Medicine (Search for Journal in Brave)

zbMATH Keywords

kernel smoothingdistributed inferencesurrogate likelihoodhigh-dimensional nuisance parameternonsmooth lossmultiround algorithms

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited In (2)

• Distributed optimal subsampling for quantile regression with massive data
• Two-step online estimation and inference for expected shortfall regression with streaming data

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