Optimal subsampling for composite quantile regression in big data
Xiaohui Yuan, Yong Li, Xiaogang Dong, Tianqing Liu
Topics & Concepts
EstimatorMathematicsAsymptotic distributionQuantileCovariateQuantile regressionConsistency (knowledge bases)StatisticsApplied mathematicsCovariance matrixLinear regressionMathematical optimizationGeometryStatistical Methods and InferenceAdvanced Statistical Methods and ModelsStatistical Methods and Bayesian Inference