Partial sufficient variable screening with categorical controls (Q6096643)

scientific article; zbMATH DE number 7737931

Language	Label	Description	Also known as
English	Partial sufficient variable screening with categorical controls	scientific article; zbMATH DE number 7737931

Statements

instance of

scholarly article

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title

Partial sufficient variable screening with categorical controls (English)

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published in

Computational Statistics and Data Analysis

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publication date

15 September 2023

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zbMATH Keywords

categorical data

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conditional independence

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sufficient dimension reduction

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sure screening

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ultrahigh dimensional data analysis

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.csda.2023.107784

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cites work

Diagnostic studies in sufficient dimension reduction

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Sufficient dimension reduction in regressions with categorical predictors

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Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis

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Double-slicing assisted sufficient dimension reduction for high-dimensional censored data

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Model-free variable selection for conditional mean in regression

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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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On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models

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High-dimensional variable screening through kernel-based conditional mean dependence

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Probability Inequalities for Sums of Bounded Random Variables

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Conditional screening for ultra-high dimensional covariates with survival outcomes

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Expected Conditional Characteristic Function-based Measures for Testing Independence

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Dimension reduction for the conditional mean in regressions with categorical predictors

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Sliced Inverse Regression for Dimension Reduction

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Generalized martingale difference divergence: detecting conditional mean independence with applications in variable 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 Kolmogorov filter for variable screening in high-dimensional binary classification

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The fused Kolmogorov filter: a nonparametric model-free screening method

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Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

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Q4727203

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Conditional Distance Correlation

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Sure Independence Screening Adjusted for Confounding Covariates with Ultrahigh-dimensional Data

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Sufficient variable selection using independence measures for continuous response

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Feature Screening in Ultrahigh Dimensional Generalized Varying-coefficient Models

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NON-PARAMETRIC ESTIMATION OF DIRECTION IN SINGLE-INDEX MODELS WITH CATEGORICAL PREDICTORS

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Sequential Sufficient Dimension Reduction for Large p, Small n Problems

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A new class of measures for testing independence

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Independence index sufficient variable screening for categorical responses

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Test for conditional independence with application to conditional screening

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Model-Free Feature Screening for Ultrahigh-Dimensional Data

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Identifiers

DOI

10.1016/j.csda.2023.107784

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6096643