Optimal subsampling for composite quantile regression model in massive data
Yujing Shao, Lei Wang
Topics & Concepts
EstimatorMathematicsQuantileOrdinary least squaresCovariance matrixStatisticsMean squared errorMinimum-variance unbiased estimatorQuantile regressionLinear regressionCovarianceApplied mathematicsMathematical optimizationStatistical Methods and InferenceBayesian Methods and Mixture ModelsStatistical Methods and Bayesian Inference