Distributed Estimation for <i>ℓ</i><sub>0</sub>-Constrained Quantile Regression Using Iterative Hard Thresholding

Distributed frameworks for statistical estimation and inference have become a critical toolkit for analyzing massive data efficiently. In this paper, we present distributed estimation for high-dimensional quantile regression with <inline-formula><math xmlns="http://www.w3.org/1998/Math...

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Bibliographic Details
Main Authors: Zhihe Zhao, Heng Lian
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/4/669
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