Optimal subsampling for large-scale quantile regression

Ai, MY; Wang, F; Yu, J; Zhang, HM

Yu, J (corresponding author), Beijing Inst Technol, Sch Math & Stat, Beijing 100081, Peoples R China.

JOURNAL OF COMPLEXITY, 2021; 62 ():

Abstract

To deal with massive data sets, subsampling is known as an effective method which can significantly reduce computational costs in estimating model par......

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