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.
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Robust feature screening for varying coefficient models via quantile partial correlation (Q506573) (← links)
- Robust rank screening for ultrahigh dimensional discriminant analysis (Q518270) (← links)
- Bayesian regularized quantile structural equation models (Q730442) (← links)
- Censored mean variance sure independence screening for ultrahigh dimensional survival data (Q830110) (← 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)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
- 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)
- 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)