Pages that link to "Item:Q4632602"

The following pages link to Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602):

Displaying 50 items.

• Ball Covariance: A Generic Measure of Dependence in Banach Space (Q76129) (← links)
• Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
• Variable selection for partially linear models via partial correlation (Q96600) (← links)
• Stabilizing Variable Selection and Regression (Q104197) (← links)
• Selection by partitioning the solution paths (Q114375) (← links)
• Sparse classification with paired covariates (Q127641) (← links)
• Factor-Adjusted Regularized Model Selection (Q150847) (← links)
• Restricted fence method for covariate selection in longitudinal data analysis (Q153782) (← links)
• Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
• Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression (Q268752) (← links)
• Detecting weak signals in high dimensions (Q272081) (← links)
• Model-free sure screening via maximum correlation (Q276978) (← links)
• Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
• Smooth sparse coding via marginal regression for learning sparse representations (Q309913) (← links)
• Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM} (Q311298) (← links)
• Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
• Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
• A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
• Demand forecasting with high dimensional data: the case of SKU retail sales forecasting with intra- and inter-category promotional information (Q320919) (← links)
• Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
• Asymtotics of Dantzig selector for a general single-index model (Q328839) (← links)
• PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection (Q333348) (← links)
• Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
• Asymptotics of hierarchical clustering for growing dimension (Q392113) (← links)
• Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
• Regression with outlier shrinkage (Q394109) (← links)
• Discussion of: ``Grouping strategies and thresholding for high dimension linear models'' (Q394553) (← links)
• Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738) (← links)
• On efficient calculations for Bayesian variable selection (Q434881) (← links)
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
• Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
• Bayesian high-dimensional screening via MCMC (Q466528) (← links)
• SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
• Robust sure independence screening for ultrahigh dimensional non-normal data (Q477878) (← links)
• Double penalized variable selection procedure for partially linear models with longitudinal data (Q477891) (← links)
• Independent feature screening for ultrahigh-dimensional models with interactions (Q488604) (← links)
• Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
• A flexible semiparametric forecasting model for time series (Q494408) (← links)
• On nonparametric feature filters in electromagnetic imaging (Q499441) (← links)
• Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R (Q506436) (← 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)
• Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
• Sure feature screening for high-dimensional dichotomous classification (Q525910) (← links)
• Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
• Estimating and testing conditional sums of means in high dimensional multivariate binary data (Q607228) (← links)
• On the distance concentration awareness of certain data reduction techniques (Q614077) (← links)
• On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
• Joint adaptive mean-variance regularization and variance stabilization of high dimensional data (Q693237) (← links)