Pages that link to "Item:Q4975577"
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The following pages link to Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models (Q4975577):
Displayed 50 items.
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← 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)
- 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)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
- Conditional distance correlation screening for sparse ultrahigh-dimensional models (Q821654) (← links)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← 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)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
- Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
- Adjusted Pearson chi-square feature screening for multi-classification with ultrahigh dimensional data (Q1683647) (← links)
- Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
- Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)
- Robust conditional nonparametric independence screening for ultrahigh-dimensional data (Q1726739) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables (Q1744707) (← links)
- Variable screening for high dimensional time series (Q1746535) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- Nonparametric independence feature screening for ultrahigh-dimensional survival data (Q1785798) (← links)
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← links)
- Feature screening for ultrahigh dimensional categorical data with covariates missing at random (Q2008118) (← links)
- A note on quantile feature screening via distance correlation (Q2010823) (← links)
- Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates (Q2036915) (← links)
- Gini correlation for feature screening (Q2046243) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing (Q2062417) (← links)
- Conditional screening for ultrahigh-dimensional survival data in case-cohort studies (Q2074082) (← links)
- High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
- Varying coefficient linear discriminant analysis for dynamic data (Q2084480) (← links)
- Asset selection based on high frequency Sharpe ratio (Q2116331) (← 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)
- Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS (Q2179968) (← links)
- Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
- Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← 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)
- Robust feature screening for elliptical copula regression model (Q2274965) (← links)
- Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
- Test for conditional independence with application to conditional screening (Q2293386) (← links)
