Pages that link to "Item:Q1952454"
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The following pages link to Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data (Q1952454):
Displayed 50 items.
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
- Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review (Q1650703) (← links)
- Ultrahigh dimensional feature screening via projection (Q1658358) (← links)
- Principal components adjusted variable screening (Q1658427) (← links)
- Adaptive conditional feature screening (Q1660163) (← links)
- A new nonparametric screening method for ultrahigh-dimensional survival data (Q1662088) (← links)
- Robust feature screening for ultra-high dimensional right censored data via distance correlation (Q1662094) (← links)
- Fused mean-variance filter for feature screening (Q1662311) (← links)
- Adjusted Pearson chi-square feature screening for multi-classification with ultrahigh dimensional data (Q1683647) (← links)
- Model-free feature screening for ultrahigh dimensional censored regression (Q1703810) (← links)
- Covariance-insured screening (Q1727857) (← links)
- Feature screening in ultrahigh-dimensional partially linear models with missing responses at random (Q1727907) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- Hypothesis testing sure independence screening for nonparametric regression (Q1746539) (← links)
- Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Nonparametric independence feature screening for ultrahigh-dimensional survival data (Q1785798) (← links)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- Model-free feature screening for high-dimensional survival data (Q1989891) (← links)
- Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation (Q1989916) (← links)
- Measuring and testing for interval quantile dependence (Q1991673) (← links)
- Model-free feature screening for ultra-high dimensional competing risks data (Q2006765) (← links)
- Fused variable screening for massive imbalanced data (Q2008001) (← links)
- A nonparametric feature screening method for ultrahigh-dimensional missing response (Q2008122) (← links)
- A note on quantile feature screening via distance correlation (Q2010823) (← links)
- An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model (Q2032191) (← links)
- Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
- Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
- Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random (Q2065267) (← links)
- Conditional screening for ultrahigh-dimensional survival data in case-cohort studies (Q2074082) (← links)
- Unified mean-variance feature screening for ultrahigh-dimensional regression (Q2095721) (← links)
- Asset selection based on high frequency Sharpe ratio (Q2116331) (← links)
- Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism (Q2121452) (← links)
- A general framework for tensor screening through smoothing (Q2136613) (← links)
- On sufficient variable screening using log odds ratio filter (Q2136614) (← links)
- Variable screening for varying coefficient models with ultrahigh-dimensional survival data (Q2143009) (← links)
- Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data (Q2143024) (← links)
- Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data (Q2181545) (← links)
- Feature screening under missing indicator imputation with non-ignorable missing response (Q2189600) (← links)
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
- Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
- Robust dimension reduction using sliced inverse median regression (Q2208396) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
- Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
- Sufficient variable selection using independence measures for continuous response (Q2274957) (← links)
- Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model (Q2300527) (← links)