Review Articles

An algorithm for distributed parameter estimation in modal regression models

Xuejun Ma ,

School of Mathematical Sciences, Soochow University, Suzhou, People's Republic of China

Xiaochao Xia

School of Mathematics and Statistics, Chongqing University, Chongqing, People's Republic of China

xxc@cqu.edu.cn

Pages | Received 18 Dec. 2023, Accepted 19 Mar. 2025, Published online: 03 Apr. 2025,
  • Abstract
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In this paper, we propose a new algorithm to handle massive data sets, which are modelled by modal regression models. Differing from the existing methods regarding distributed modal regression, the proposed method combines the divide-and-conquer idea and a linear approximation algorithm. It is computationally fast and statistically efficient to implement. Theoretical analysis for the resultant distributed estimator under some regularity conditions is presented. Simulation studies are conducted to assess the effectiveness and flexibility of the proposed method with a finite sample size. Finally, an empirical application to the chemical sensors data is analysed for further illustration.

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To cite this article: Xuejun Ma & Xiaochao Xia (2025) An algorithm for distributed parameter estimation in modal regression models, Statistical Theory and Related Fields, 9:2, 101-123, DOI: 10.1080/24754269.2025.2483553

To link to this article: https://doi.org/10.1080/24754269.2025.2483553