A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets
Quantile estimation with big data is still a challenging problem in statistics. In this paper we introduce a distributed algorithm for estimating high quantiles of heavy-tailed distributions with massive datasets. The key idea of the algorithm is to apply the alternating direction method of multipli...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2021-04-01
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| Series: | Mathematical Biosciences and Engineering |
| Subjects: | |
| Online Access: | http://www.aimspress.com/article/doi/10.3934/mbe.2021011?viewType=HTML |