Global group testing and screening with dynamic effects
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A generic sure independence screening procedure
- Assessing dynamic covariate effects with survival data
- Assessing quantile prediction with censored quantile regression models
- Checking the Cox model with cumulative sums of martingale-based residuals
- Competing risks quantile regression
- Globally adaptive quantile regression with ultra-high dimensional data
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- Measuring and testing dependence by correlation of distances
- Measuring and testing for interval quantile dependence
- Model-Free Feature Screening and FDR Control With Knockoff Features
- Model-free feature screening for ultrahigh dimensional data through a modified Blum-Kiefer-Rosenblatt correlation
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On testing the significance of sets of genes
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Random-set methods identify distinct aspects of the enrichment signal in gene-set analysis
- Regression Quantiles
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Testing for Marginal Linear Effects in Quantile Regression
- Tests of linear hypotheses based on regression rank scores
- The Adaptive Lasso and Its Oracle Properties
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Ultrahigh dimensional feature selection: beyond the linear model
- Varying coefficient subdistribution regression for left-truncated semi-competing risks data
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