Pages that link to "Item:Q140975"
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The following pages link to Sure independence screening in generalized linear models with NP-dimensionality (Q140975):
Displaying 50 items.
- SIS (Q20192) (← links)
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Model-free sure screening via maximum correlation (Q276978) (← links)
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
- Screening-based Bregman divergence estimation with NP-dimensionality (Q309558) (← links)
- Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
- Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
- Feature selection when there are many influential features (Q396025) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- Robust sure independence screening for ultrahigh dimensional non-normal data (Q477878) (← links)
- Covariate assisted screening and estimation (Q482879) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- Independent feature screening for ultrahigh-dimensional models with interactions (Q488604) (← links)
- Robust feature screening for varying coefficient models via quantile partial correlation (Q506573) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
- Robust rank screening for ultrahigh dimensional discriminant analysis (Q518270) (← links)
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← links)
- Partition-based feature screening for categorical data via RKHS embeddings (Q830506) (← links)
- Model-free variable selection for conditional mean in regression (Q830544) (← links)
- A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data (Q830734) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- Robust model-free feature screening via quantile correlation (Q900833) (← links)
- Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
- Nonparametric feature screening (Q1615096) (← links)
- Variable selection in censored quantile regression with high dimensional data (Q1635848) (← links)
- Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data (Q1642144) (← links)
- Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
- Distributed testing and estimation under sparse high dimensional models (Q1650081) (← 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)
- Correlation rank screening for ultrahigh-dimensional survival data (Q1658466) (← links)
- Model free feature screening for ultrahigh dimensional data with responses missing at random (Q1658537) (← links)
- The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
- Adaptive conditional feature screening (Q1660163) (← links)
- High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← 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)
