Pages that link to "Item:Q4975577"
From MaRDI portal
The following pages link to Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models (Q4975577):
Displaying 50 items.
- Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model (Q2300527) (← links)
- Feature screening for ultrahigh-dimensional additive logistic models (Q2301064) (← links)
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data (Q2313277) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← links)
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
- Sure screening by ranking the canonical correlations (Q2398078) (← links)
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model (Q2418519) (← links)
- Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification (Q2832014) (← links)
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models (Q4559457) (← links)
- Greedy forward regression for variable screening (Q4639813) (← links)
- Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables (Q4960547) (← links)
- Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates (Q4962440) (← links)
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
- Copula-based Partial Correlation Screening: a Joint and Robust Approach (Q4986377) (← links)
- Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← links)
- A sure independence screening procedure for ultra-high dimensional partially linear additive models (Q5036612) (← links)
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data (Q5036832) (← links)
- On Sure Screening with Multiple Responses (Q5037785) (← links)
- Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index (Q5040534) (← links)
- Modified adaptive group lasso for high-dimensional varying coefficient models (Q5055141) (← links)
- Improved Estimation of High-dimensional Additive Models Using Subspace Learning (Q5057096) (← links)
- Sparse reduced-rank regression for multivariate varying-coefficient models (Q5065249) (← links)
- Variance estimation for sparse ultra-high dimensional varying coefficient models (Q5078417) (← links)
- Variable selection for partially varying coefficient model based on modal regression under high dimensional data (Q5079227) (← links)
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data (Q5082709) (← links)
- Estimation in partial linear model with spline modal function (Q5082778) (← links)
- Fast robust feature screening for ultrahigh-dimensional varying coefficient models (Q5106814) (← links)
- A model-free feature screening approach based on kernel density estimation (Q5106938) (← links)
- Variable screening for ultrahigh dimensional censored quantile regression (Q5107331) (← links)
- Ultrahigh dimensional feature screening for additive model with multivariate response (Q5107740) (← links)
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
- A robust variable screening method for high-dimensional data (Q5138670) (← links)
- Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
- Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening (Q5208077) (← links)
- Bayesian Hierarchical Varying-Sparsity Regression Models with Application to Cancer Proteogenomics (Q5229891) (← links)
- Bayesian Graphical Regression (Q5229903) (← links)
- Partial correlation screening for varying coefficient models (Q5855708) (← links)
- Model-free slice screening for ultrahigh-dimensional survival data (Q5861483) (← links)
- Sequential profile Lasso for ultra-high-dimensional partially linear models (Q5880183) (← links)
- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories (Q5881103) (← links)
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression (Q5881979) (← links)
- Robust sure independence screening for nonpolynomial dimensional generalized linear models (Q6049792) (← links)
- Sure joint feature screening in nonparametric transformation model for right censored data (Q6059517) (← links)
- Discussion (Q6064065) (← links)
- Discussion (Q6064066) (← links)
- Partial sufficient variable screening with categorical controls (Q6096643) (← links)
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515) (← links)