Linear expectile regression under massive data

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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Bibliographic Details
Main Authors: Shanshan Song, Yuanyuan Lin, Yong Zhou
Format: Article
Language:English
Published: KeAi Communications Co. Ltd. 2021-09-01
Series:Fundamental Research
Subjects:
Divide and conquer algorithm
Expectile regression
(Asymptotic) confidence distribution
Massive data
Online Access:http://www.sciencedirect.com/science/article/pii/S2667325821001588

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http://www.sciencedirect.com/science/article/pii/S2667325821001588

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