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Journal of Statistical Computation and Simulation Volume 86, 2016 - Issue 7
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Original Articles

A note on the efficiency of composite quantile regression

Kaifeng ZhaoDivision of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore637371, Singapore
&
Heng LianSchool of Mathematics and Statistics, University of New South Wales, Sydney, 2052, AustraliaCorrespondence[email protected]
Pages 1334-1341 | Received 25 Oct 2013, Accepted 10 Jun 2015, Published online: 30 Jun 2015

Citations (11)

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Read on this site (4)

Jun Jin, Shuangzhe Liu & Tiefeng Ma. (2023) Optimal subsampling algorithms for composite quantile regression in massive data. Statistics 57:4, pages 811-843.
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Ning Li. (2020) Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking. Journal of Statistical Computation and Simulation 90:8, pages 1466-1478.
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Rong Jiang, Xueping Hu, Keming Yu & Weimin Qian. (2018) Composite quantile regression for massive datasets. Statistics 52:5, pages 980-1004.
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Ke Yang, Liping Zhu & Wangli Xu. (2018) Adaptive composite quantile regressions and their asymptotic relative efficiency. Journal of Statistical Computation and Simulation 88:5, pages 900-919.
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Articles from other publishers (7)

Yaohong Yang & Lei Wang. (2022) Communication-efficient sparse composite quantile regression for distributed data. Metrika 86:3, pages 261-283.
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Fengrui Di & Lei Wang. (2022) Multi-round smoothed composite quantile regression for distributed data. Annals of the Institute of Statistical Mathematics 74:5, pages 869-893.
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Yujing Shao & Lei Wang. (2021) Optimal subsampling for composite quantile regression model in massive data. Statistical Papers 63:4, pages 1139-1161.
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Qiang Zhao, Chao Zhang, Jingjing Wu & Xiuli Wang. (2022) Robust and efficient estimation for nonlinear model based on composite quantile regression with missing covariates. AIMS Mathematics 7:5, pages 8127-8146.
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Rong Jiang, Wei-wei Chen & Xin Liu. (2020) Adaptive quantile regressions for massive datasets. Statistical Papers 62:4, pages 1981-1995.
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紫微 杨. (2019) Single-Index Weighted Composite Quantile Regression. Statistics and Application 08:05, pages 766-776.
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W. Zhu, J. Ouyang, Y. Rakvongthai, N. J. Guehl, D. W. Wooten, G. El Fakhri, M. D. Normandin & Y. Fan. (2016) A Bayesian spatial temporal mixtures approach to kinetic parametric images in dynamic positron emission tomography. Medical Physics 43:3, pages 1222-1234.
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