Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations |
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Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (English)
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12 April 2018
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The main contribution of this paper is a new method of conditional quantile screening. The method is suitable for the varying coefficient models with ultrahigh dimensional features which play an important role in the scientific discoveries. The ranking consistency is proved. A real data analysis demonstrates the efficiency of the proposed approach.
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conditional quantile correlation
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conditional quantile screening
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ultrahigh dimensionality
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varying coefficient models
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