Renewable Quantile Regression with Heterogeneous Streaming Datasets
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 870530 (Why is no real title available?)
- A Stochastic Approximation Method
- Adaptive subgradient methods for online learning and stochastic optimization
- Bayesian empirical likelihood for quantile regression
- Communication-efficient distributed statistical inference
- Distributed inference for quantile regression processes
- Efficient resampling methods for nonsmooth estimating functions
- First-Order Newton-Type Estimator for Distributed Estimation and Inference
- Leveraging for big data regression
- Multivariate online regression analysis with heterogeneous streaming data
- Nonconcave penalized likelihood with a diverging number of parameters.
- Online Updating of Survival Analysis
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- Quantile regression in partially linear varying coefficient models
- Quantile regression under memory constraint
- Regression Quantiles
- Regularization parameter selections via generalized information criterion
- Renewable estimation and incremental inference in generalized linear models with streaming data sets
- Semiparametric approach to a random effects quantile regression model
- Statistical inference for online decision making via stochastic gradient descent
- Statistical methods and computing for big data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection using MM algorithms
This page was built for publication: Renewable Quantile Regression with Heterogeneous Streaming Datasets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6968283)