Robust rank correlation based screening (Q693749)

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Language	Label	Description	Also known as
English	Robust rank correlation based screening	scientific article

Statements

scholarly article

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Robust rank correlation based screening (English)

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The Annals of Statistics

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publication date

10 December 2012

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full work available at URL

https://arxiv.org/abs/1012.4255

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https://projecteuclid.org/euclid.aos/1350394519

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zbMATH Keywords

variable selection

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dimensionality reduction

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semiparametric models

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large \(p\) small \(n\)

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SIS

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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An Analysis of Transformations Revisited

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Sliced Inverse Regression for Dimension Reduction

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Least angle regression. (With discussion)

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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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A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)

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Nonconcave Penalized Likelihood With NP-Dimensionality

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Nonconcave penalized likelihood with a diverging number of parameters.

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Sure independence screening in generalized linear models with NP-dimensionality

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A Statistical View of Some Chemometrics Regression Tools

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Behavior of the NORTA method for correlated random vector generation as the dimension increases

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Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator

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Asymptotic properties of bridge estimators in sparse high-dimensional regression models

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Robust Statistics

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A NEW MEASURE OF RANK CORRELATION

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RANK AND PRODUCT-MOMENT CORRELATION

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Efficient estimation in the bivariate normal copula model: Normal margins are least favourable

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Robust rank correlation based screening

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Smoothed rank correlation of the linear transformation regression model

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A unified approach to model selection and sparse recovery using regularized least squares

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An introduction to copulas.

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Efficient Bayesian inference for Gaussian copula regression models

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Estimates of the Regression Coefficient Based on Kendall's Tau

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High-dimensional generalized linear models and the lasso

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Factor profiled sure independence screening

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Model-Free Feature Screening for Ultrahigh-Dimensional Data

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models

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Identifiers

zbMATH Open document ID

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10.1214/12-AOS1024

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:693749

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