A robust variable screening method for high-dimensional data
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Cites work
- Bootstrap methods: another look at the jackknife
- Brownian distance covariance
- Detection of Influential Observation in Linear Regression
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
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- Measuring and testing dependence by correlation of distances
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- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Perturbation and scaled Cook's distance
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- The fused Kolmogorov filter: a nonparametric model-free screening method
- Ultrahigh dimensional feature selection: beyond the linear model
Cited in
(12)- Grouped variable screening for ultra-high dimensional data for linear model
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
- Robust difference-based outlier detection
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions
- Fused variable screening for massive imbalanced data
- Variable screening based on Gaussian centered L-moments
- Model-free slice screening for ultrahigh-dimensional survival data
- A new outlier detection method based on convex optimization: application to diagnosis of Parkinson's disease
- Optimality of Graphlet Screening in High Dimensional Variable Selection
- scientific article; zbMATH DE number 7295357 (Why is no real title available?)
- RaSE: A Variable Screening Framework via Random Subspace Ensembles
- A new correction approach for information criteria to detect outliers in regression modeling
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