A robust variable screening method for high-dimensional data (Q5138670): Difference between revisions

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+Detection of Influential Observation in Linear Regression
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+Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
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+Bootstrap methods: another look at the jackknife
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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
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+Q2880959
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+Sure independence screening in generalized linear models with NP-dimensionality
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+Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
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+Robust rank correlation based screening
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+Feature Screening via Distance Correlation Learning
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+Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
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+The fused Kolmogorov filter: a nonparametric model-free screening method
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+Brownian distance covariance
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+Measuring and testing dependence by correlation of distances
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+High-dimensional influence measure
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+Perturbation and scaled Cook's distance
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+Model-Free Feature Screening for Ultrahigh-Dimensional Data
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