A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis (Q2416778): Difference between revisions

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+A Test of Goodness of Fit
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Marginal empirical likelihood and sure independence feature screening
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+Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
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+Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
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+High-dimensional classification using features annealed independence rules
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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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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Sure independence screening in generalized linear models with NP-dimensionality
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+Robust rank correlation based screening
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+Feature Screening via Distance Correlation Learning
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+The Kolmogorov filter for variable screening in high-dimensional binary classification
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+The fused Kolmogorov filter: a nonparametric model-free screening method
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+Measuring and testing dependence by correlation of distances
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+Q4864293
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+Model-Free Feature Screening for Ultrahigh Dimensional Data through a Modified Blum-Kiefer-Rosenblatt Correlation
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