Residual projection for quantile regression in vertically partitioned big data

DOI10.1007/S10618-022-00914-4MaRDI QIDQ6487753zbMATH OpenFDO

Authors Ye Fan, Jr-Shin Li, Nan Lin

Publication date 28 February 2023

Published in Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10618-022-00914-4

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistical aspects of big data and data science (62R07)

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Cites work

• A distributed one-step estimator
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• Distributed inference for quantile regression processes
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• scientific article; zbMATH DE number 788253 (Why is no real title available?)
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• Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
• Survival Analysis With Quantile Regression Models
• 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
• Variable selection in quantile regression

Cited in

(1)

• Sequential quantile regression for stream data by least squares

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