Robust composite quantile regression with large-scale streaming data sets

DOI10.1111/SJOS.12769MaRDI QIDQ6983363zbMATH OpenFDO

Authors Kangning Wang, Di Zhang, Xiao-Fei Sun

Publication date 15 May 2025

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/SJOS.12769

zbMATH Keywords

composite quantile regressiononline updating algorithmsmooth lossstreaming data sets

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

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Cited in

(1)

• Renewable penalized linear regression via inverse probability weighting for streaming data with missing covariates

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