Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates

DOI10.1080/01621459.2013.850086zbMath1367.62048OpenAlexW2112434835WikidataQ37657734 ScholiaQ37657734MaRDI QIDQ4975349

Jingyuan Liu, Rongling Wu, Run-Ze Li

Publication date: 4 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3963210

zbMATH Keywords

varying coefficient modelssure screening propertyultrahigh dimensionalityconditional correlationranking consistency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07)

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Cites Work

• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• Sure independence screening in generalized linear models with NP-dimensionality
• The Adaptive Lasso and Its Oracle Properties
• Robust rank correlation based screening
• Generalized likelihood ratio statistics and Wilks phenomenon
• Variable selection in semiparametric regression modeling
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Feature Screening via Distance Correlation Learning
• Shrinkage Estimation of the Varying Coefficient Model
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis

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