Martingale difference correlation and its use in high-dimensional variable screening
From MaRDI portal
Recommendations
- Partial martingale difference correlation
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Modified martingale difference correlations
- Feature screening via distance correlation learning
- Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation
Cites work
- Brownian distance covariance
- Dimension reduction for conditional mean in regression
- Dimension reduction for the conditional mean in regressions with categorical predictors
- Effect of heavy tails on ultra high dimensional variable ranking methods
- Feature screening via distance correlation learning
- High-dimensional additive modeling
- Measuring and testing dependence by correlation of distances
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Robust rank correlation based screening
- Sure independence screening in generalized linear models with NP-dimensionality
- Variable selection in nonparametric additive models
Cited in
(only showing first 100 items - show all)- Partial martingale difference correlation
- Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- A martingale-difference-divergence-based test for specification
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Variable screening for high dimensional time series
- Conditional mean and quantile dependence testing in high dimension
- Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation
- Measuring and testing for interval quantile dependence
- Distance-based and RKHS-based dependence metrics in high dimension
- A note on quantile feature screening via distance correlation
- Asymptotic distributions of high-dimensional distance correlation inference
- Projection quantile correlation and its use in high-dimensional grouped variable screening
- A new framework for distance and kernel-based metrics in high dimensions
- High-dimensional variable screening through kernel-based conditional mean dependence
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- A kernel-based measure for conditional mean dependence
- Feature filter for estimating central mean subspace and its sparse solution
- Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models
- A novel approach of dependence measure for complex signals
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
- Model-free feature screening via a modified composite quantile correlation
- Estimation for single-index models via martingale difference divergence
- Feature screening for high-dimensional survival data via censored quantile correlation
- From risk reduction to risk elimination by conditional mean risk sharing of independent losses
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series
- Omnibus model checks of linear assumptions through distance covariance
- Modified martingale difference correlations
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
- Quantile Martingale Difference Divergence for Dimension Reduction
- Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index
- Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data
- Fast robust feature screening for ultrahigh-dimensional varying coefficient models
- A model-free feature screening approach based on kernel density estimation
- Variable screening for ultrahigh dimensional censored quantile regression
- Model-free forward screening via cumulative divergence
- Ranking-based variable selection for high-dimensional data
- Composite coefficient of determination and its application in ultrahigh dimensional variable screening
- A generic sure independence screening procedure
- Model-free slice screening for ultrahigh-dimensional survival data
- Group screening for ultra-high-dimensional feature under linear model
- Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
- Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence
- Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
- Feature Screening with Latent Responses
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- A new generalized exponentially weighted moving average quantile model and its statistical inference
- Partial sufficient variable screening with categorical controls
- RaSE: A Variable Screening Framework via Random Subspace Ensembles
- Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills
- An improved sufficient dimension reduction-based kriging modeling method for high-dimensional evaluation-expensive problems
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
- Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency
- Sparse dimension reduction based on energy and ball statistics
- Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening
- Sufficient variable screening with high-dimensional controls
- Nonparametric conditional mean testing via an extreme-type statistic in high dimension
- A data-driven approach to conditional screening of high-dimensional variables
- Linear screening for high-dimensional computer experiments
- Quantile generalized measures of correlation
- Variable selection for single-index models based on martingale difference divergence
- Determining the dimension of weighted inverse regression ensemble
- Estimation and variable selection for single-index models with non ignorable missing data
- On the test of covariance between two high-dimensional random vectors
- Deep nonlinear sufficient dimension reduction
- Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation
- An efficient model-free approach to interaction screening for high dimensional data
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
- Conditional mean dimension reduction for tensor time series
- A test of U-type for goodness-of-fit in regression models through martingale difference divergence
- Feature screening for ultra-high-dimensional data via multiscale graph correlation
- Semi-Distance Correlation and Its Applications
- A Gaussian process approach to model checks
- A novel and effective method for characterizing time series correlations based on martingale difference correlation
- A slicing-free perspective to sufficient dimension reduction: selective review and recent developments
- Slicing-free inverse regression in high-dimensional sufficient dimension reduction
- Variable screening via conditional martingale difference divergence
- Feature screening for high-dimensional data with measurement errors using adjusted martingale difference correlation
- Kernel-based marginal testing for covariate effects in high-dimensional settings
- Testing for independence in high dimensions based on characteristic covariance
- Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence
- A novel martingale difference correlation via data splitting with applications in feature screening
- Inference in partially identified panel data models with interactive fixed effects
- Local influence detection of conditional mean dependence
- Distance weighted directional regression for Fréchet sufficient dimension reduction
- PDC-MAKES: a conditional screening method for controlling false discoveries in high-dimensional multi-response setting
- Sufficient variable screening for ultrahigh-dimensional right censored data via independence measures
- A distance covariance test of independence in high dimension, low sample size contexts
- Testing mean independence with functional covariate
- Another Look at Dependence: The Most Predictable Aspects of Time Series
- Sparse Fréchet sufficient dimension reduction with graphical structure among predictors
- Model-free variable selection in high dimension via constrained kernel regression
- Robust feature screening via Grothendieck's correlation with FDR control
- Quantile feature screening for infinite dimensional data under FDR control
- On summed nonparametric dependence measures in high dimensions, fixed or large samples
- Unified specification tests in partially linear time series models
This page was built for publication: Martingale difference correlation and its use in high-dimensional variable screening
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4975579)
