Pages that link to "Item:Q385789"
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The following pages link to Marginal empirical likelihood and sure independence feature screening (Q385789):
Displaying 50 items.
- 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)
- Marginal empirical likelihood and sure independence feature screening (Q385789) (← 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)
- Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
- Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
- Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
- Fused mean-variance filter for feature screening (Q1662311) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← links)
- A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
- Fused variable screening for massive imbalanced data (Q2008001) (← links)
- A nonparametric feature screening method for ultrahigh-dimensional missing response (Q2008122) (← links)
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
- Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
- Conditional screening for ultrahigh-dimensional survival data in case-cohort studies (Q2074082) (← links)
- Interaction screening via canonical correlation (Q2095771) (← links)
- Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism (Q2121452) (← links)
- A general framework for tensor screening through smoothing (Q2136613) (← links)
- On sufficient variable screening using log odds ratio filter (Q2136614) (← links)
- Independence index sufficient variable screening for categorical responses (Q2157537) (← links)
- Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
- GRID: a variable selection and structure discovery method for high dimensional nonparametric regression (Q2196249) (← links)
- Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
- Variable importance assessments and backward variable selection for multi-sample problems (Q2237823) (← 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)
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data (Q2313277) (← links)
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
- A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis (Q2416778) (← links)
- The fused Kolmogorov filter: a nonparametric model-free screening method (Q2515487) (← links)
- Copula-based Partial Correlation Screening: a Joint and Robust Approach (Q4986377) (← links)
- A model-free conditional screening approach via sufficient dimension reduction (Q4988818) (← links)
- (Q5004054) (← links)
- On Sure Screening with Multiple Responses (Q5037785) (← links)
- Nonparametric independence feature screening for ultrahigh-dimensional missing data (Q5042161) (← links)
- A nonparametric procedure for linear and nonlinear variable screening (Q5051330) (← links)
- Model-Free Forward Screening Via Cumulative Divergence (Q5120676) (← links)
- Category-Adaptive Variable Screening for Ultra-High Dimensional Heterogeneous Categorical Data (Q5130620) (← links)
- Ranking-Based Variable Selection for high-dimensional data (Q5134486) (← links)
- Model-free slice screening for ultrahigh-dimensional survival data (Q5861483) (← links)
- Asymptotic Properties of Marginal Least-Square Estimator for Ultrahigh-Dimensional Linear Regression Models with Correlated Errors (Q5868153) (← links)
- BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data (Q6069479) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
