Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data.
Xiaoyan LiXiaochao XiaZhimin ZhangPublished in: Stat. Comput. (2024)
Keyphrases
- massive data
- data mining applications
- massive datasets
- multi dimensional
- nonparametric regression
- ordinary least squares
- regression model
- semi parametric
- big data
- linear regression
- regression algorithm
- estimation problems
- regression problems
- robust regression
- fractional brownian motion
- databases
- model selection
- end users
- decision trees