Pages that link to "Item:Q4975579"

The following pages link to Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening (Q4975579):

Displaying 50 items.

• Partial martingale difference correlation (Q151601) (← links)
• Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
• A brief review of linear sufficient dimension reduction through optimization (Q826971) (← links)
• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← links)
• Censored mean variance sure independence screening for ultrahigh dimensional survival data (Q830110) (← links)
• Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
• Robust feature screening for ultra-high dimensional right censored data via distance correlation (Q1662094) (← links)
• A martingale-difference-divergence-based test for specification (Q1673555) (← links)
• Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
• Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation (Q1989916) (← links)
• Measuring and testing for interval quantile dependence (Q1991673) (← links)
• Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
• A note on quantile feature screening via distance correlation (Q2010823) (← links)
• Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
• Projection quantile correlation and its use in high-dimensional grouped variable screening (Q2072410) (← links)
• A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
• High-dimensional variable screening through kernel-based conditional mean dependence (Q2112254) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• A kernel-based measure for conditional mean dependence (Q2242014) (← links)
• Feature filter for estimating central mean subspace and its sparse solution (Q2242163) (← links)
• Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models (Q2242174) (← links)
• A novel approach of dependence measure for complex signals (Q2247078) (← links)
• Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
• Model-free feature screening via a modified composite quantile correlation (Q2407077) (← links)
• Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
• Feature screening for high-dimensional survival data via censored quantile correlation (Q2661951) (← links)
• From risk reduction to risk elimination by conditional mean risk sharing of independent losses (Q2681449) (← links)
• Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models (Q4559457) (← links)
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
• (Q5004056) (← links)
• Modified martingale difference correlations (Q5012350) (← links)
• Projection correlation between scalar and vector variables and its use in feature screening with multi-response data (Q5036832) (← links)
• Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction (Q5037808) (← links)
• Quantile Martingale Difference Divergence for Dimension Reduction (Q5037814) (← links)
• Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index (Q5040534) (← links)
• Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data (Q5076363) (← links)
• Fast robust feature screening for ultrahigh-dimensional varying coefficient models (Q5106814) (← links)
• A model-free feature screening approach based on kernel density estimation (Q5106938) (← links)
• Variable screening for ultrahigh dimensional censored quantile regression (Q5107331) (← links)
• Model-Free Forward Screening Via Cumulative Divergence (Q5120676) (← links)
• Ranking-Based Variable Selection for high-dimensional data (Q5134486) (← links)
• Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening (Q5208077) (← links)
• A Generic Sure Independence Screening Procedure (Q5231519) (← links)
• Model-free slice screening for ultrahigh-dimensional survival data (Q5861483) (← links)
• Group screening for ultra-high-dimensional feature under linear model (Q5880025) (← links)
• Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems (Q5881153) (← links)
• Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence (Q6064237) (← links)
• Feature Screening with Latent Responses (Q6079779) (← links)