Linear expectile regression under massive data
In this paper, we study the large-scale inference for a linear expectile regression model. To mitigate the computational challenges in the classical asymmetric least squares (ALS) estimation under massive data, we propose a communication-efficient divide and conquer algorithm to combine the informat...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
KeAi Communications Co. Ltd.
2021-09-01
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| Col·lecció: | Fundamental Research |
| Matèries: | |
| Accés en línia: | http://www.sciencedirect.com/science/article/pii/S2667325821001588 |
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