Optimal subsampling for quantile regression in big data
Work
Year: 2020
Type: article
Abstract: Summary We investigate optimal subsampling for quantile regression. We derive the asymptotic distribution of a general subsampling estimator and then derive two versions of optimal subsampling probabi... more
Source: Biometrika
Authors HaiYing Wang, Yanyuan Ma
Institutions University of Connecticut, Pennsylvania State University
Cites: 31
Cited by: 107
Related to: 10
FWCI: 10.35
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green