DCRR is a communication-efficient surrogate for pooled convoluted rank regression that preserves the population minimizer and supports sparse estimation with oracle properties for heavy-tailed outcomes in restricted-access settings.
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Sparse Rank Regression for Restricted-Access Economic Data
DCRR is a communication-efficient surrogate for pooled convoluted rank regression that preserves the population minimizer and supports sparse estimation with oracle properties for heavy-tailed outcomes in restricted-access settings.