Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A functional data analysis approach for genetic association studies
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Longitudinal data analysis using generalized linear models
- 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
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Sure independence screening in generalized linear models with NP-dimensionality
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(24)- Feature screening in ultrahigh-dimensional varying-coefficient Cox model
- Inference in high dimensional linear measurement error models
- Are Latent Factor Regression and Sparse Regression Adequate?
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
- Ultrahigh dimensional time course feature selection
- Copula-based Partial Correlation Screening: a Joint and Robust Approach
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- VariableScreening
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
- Unified variable selection for varying coefficient models with longitudinal data
- Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation
- Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data
- Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS
- High-dimensional generalized semiparametric model for longitudinal data
- Series estimation for single-index models under constraints
- Biclustering analysis of functionals via penalized fusion
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
- High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Robust and sparse learning of varying coefficient models with high-dimensional features
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression
- The function-on-scalar LASSO with applications to longitudinal GWAS
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