A model-free feature screening approach based on kernel density estimation
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A unified approach to model selection and sparse recovery using regularized least squares
- An asymptotic theory for sliced inverse regression
- Feature screening via distance correlation learning
- Fused estimators of the central subspace in sufficient dimension reduction
- Martingale difference correlation and its use in high-dimensional variable screening
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regularization and Variable Selection Via the Elastic Net
- Robust rank correlation based screening
- Sliced Inverse Regression for Dimension Reduction
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: A model-free feature screening approach based on kernel density estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5106938)