Ranking-Based Variable Selection for high-dimensional data (Q5134486): Difference between revisions

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+Resampling Fewer Than n Observations: Gains, Losses, and Remedies for Losses
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+Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
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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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+High Dimensional Variable Selection via Tilting
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+Effect of heavy tails on ultra high dimensional variable ranking methods
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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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+Adaptive choice of bootstrap sample sizes
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+Using the bootstrap to quantify the authority of an empirical ranking
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+Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
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+Probability Inequalities for Sums of Bounded Random Variables
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+Q3174091
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+Robust rank correlation based screening
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+Feature Screening via Distance Correlation Learning
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
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+Stability Selection
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+Variable Selection with Error Control: Another Look at Stability Selection
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+Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
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+Brownian distance covariance
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+Q4864293
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+Nearly unbiased variable selection under minimax concave penalty
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+Model-Free Feature Screening for Ultrahigh-Dimensional Data
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