Sampling Lasso quantile regression for large-scale data

DOI10.1080/03610918.2016.1277750MaRDI QIDQ4563390zbMATH OpenOpenAlexFDO

Authors Qifa Xu, Chao Cai, Cuixia Jiang, Fang Sun, Xue Huang

Publication date 1 June 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1277750

zbMATH Keywords

samplingLassoquantile regressionlarge-scale dataSLQR

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Quantile regression and variable selection for the single-index model
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• Quantile regression for longitudinal data
• Quantile smoothing splines
• Randomized maximum-contrast selection: subagging for large-scale regression
• Regression Quantiles
• Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
• Sampling algorithms for l₂ regression and applications
• Selecting rows and columns for training support vector regression models with large retail datasets
• The Adaptive Lasso and Its Oracle Properties
• Transformed linear quantile regression with censored survival data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in quantile regression
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models

Cited in

(4)

• Quantile regression for large-scale data via sparse exponential transform method
• Optimal subsampling for large‐sample quantile regression with massive data
• Automatic variable selection in a linear model on massive data
• An elastic-net penalized expectile regression with applications

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Uses Software

• CAViaR

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