Unconditional Quantile Regression for Streaming Datasets
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Cites work
- Bootstrap Methods for Median Regression Models
- Box–Cox power transformation unconditional quantile regressions with an application on wage inequality
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- No-Crossing Single-Index Quantile Regression Curve Estimation
- Non-crossing quantile double-autoregression for the analysis of streaming time series data
- On the efficiency of online approach to nonparametric smoothing of big data
- Online Debiasing for Adaptively Collected High-Dimensional Data With Applications to Time Series Analysis
- Online Estimation for Functional Data
- Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data
- Quantile regression under memory constraint
- Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches
- Regression Quantiles
- Renewable estimation and incremental inference in generalized linear models with streaming data sets
- Smoothed quantile regression with large-scale inference
- Smoothing Quantile Regressions
- Some New Estimates for Distribution Functions
- Unconditional Quantile Regressions
- Unconditional quantile regression with high‐dimensional data
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