Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates (Q4975349): Difference between revisions

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+Run-Ze Li
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+MaRDI publication profile
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+W2112434835
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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
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+Sure independence screening in generalized linear models with NP-dimensionality
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+Generalized likelihood ratio statistics and Wilks phenomenon
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+Robust rank correlation based screening
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+Variable selection in semiparametric regression modeling
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+Feature Screening via Distance Correlation Learning
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+Shrinkage Estimation of the Varying Coefficient Model
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+Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
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+Model-Free Feature Screening for Ultrahigh-Dimensional Data
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+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
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