Two-Stage Online Debiased Lasso Estimation and Inference for High-Dimensional Quantile Regression with Streaming Data

Author:

Peng Yanjin,Wang Lei

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Computer Science (miscellaneous)

Reference23 articles.

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2. Wang C, Chen M H, Wu J, et al., Online updating method with new variables for big data streams, Canadian Journal of Statistics, 2018, 46(1): 123–146.

3. Lin L, Lu J, Li W, et al., Online updating statistics for heterogenous updating regressions via homogenization techniques, arXiv preprint, arXiv: 2106.12370, 2021.

4. Tibshirani R, Regression shrinkage and selection via the lasso, Journal of the Royal Statistical Society: Series B (Methodological), 1996, 58(1): 267–288.

5. Fan J and Li R, Variable selection via nonconcave penalized likelihood and its oracle properties, Journal of the American Statistical Association, 2001, 96(456): 1348–1360.

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