Model-free feature screening for ultrahigh-dimensional data
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Recommendations
- Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
- Model-free feature screening for high-dimensional survival data
- Model-free feature screening for ultrahigh dimensional classification
- Model-free feature screening for ultra-high dimensional competing risks data
- A selective overview of feature screening for ultrahigh-dimensional data
Cited in
(only showing first 100 items - show all)- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
- Nonparametric feature screening
- Network-based feature screening with applications to genome data
- Conditional feature screening for mean and variance functions in models with multiple-index structure
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data
- Nonparametric independence screening via favored smoothing bandwidth
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
- Ultrahigh dimensional feature screening via projection
- Correlation rank screening for ultrahigh-dimensional survival data
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Adaptive conditional feature screening
- A new nonparametric screening method for ultrahigh-dimensional survival data
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Fused mean-variance filter for feature screening
- Adjusted Pearson chi-square feature screening for multi-classification with ultrahigh dimensional data
- Model-free conditional independence feature screening for ultrahigh dimensional data
- Model-free feature screening for ultrahigh dimensional censored regression
- Robust conditional nonparametric independence screening for ultrahigh-dimensional data
- Covariance-insured screening
- Feature screening in ultrahigh-dimensional partially linear models with missing responses at random
- Stable feature screening for ultrahigh dimensional data
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables
- Variable screening for high dimensional time series
- Hypothesis testing sure independence screening for nonparametric regression
- Adaptive model-free sure independence screening
- On consistency and sparsity for sliced inverse regression in high dimensions
- Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
- Nonparametric independence feature screening for ultrahigh-dimensional survival data
- Broken adaptive ridge regression and its asymptotic properties
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Model-free feature screening for high-dimensional survival data
- Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation
- Measuring and testing for interval quantile dependence
- Model-free feature screening for ultra-high dimensional competing risks data
- Fused variable screening for massive imbalanced data
- Feature screening for ultrahigh dimensional categorical data with covariates missing at random
- A nonparametric feature screening method for ultrahigh-dimensional missing response
- A note on quantile feature screening via distance correlation
- Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
- Gini correlation for feature screening
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data
- Advanced topics in sliced inverse regression
- Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random
- Stable correlation and robust feature screening
- Projection quantile correlation and its use in high-dimensional grouped variable screening
- Conditional screening for ultrahigh-dimensional survival data in case-cohort studies
- Broken adaptive ridge regression for right-censored survival data
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
- Unified mean-variance feature screening for ultrahigh-dimensional regression
- Interaction screening via canonical correlation
- High-dimensional variable screening through kernel-based conditional mean dependence
- Asset selection based on high frequency Sharpe ratio
- Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism
- Interaction identification and clique screening for classification with ultra-high dimensional discrete features
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
- A general framework for tensor screening through smoothing
- On sufficient variable screening using log odds ratio filter
- Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data
- Safe sample screening rules for multicategory angle-based support vector machines
- Independence index sufficient variable screening for categorical responses
- Model-free conditional screening via conditional distance correlation
- Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data
- Model-free feature screening for ultrahigh dimensional classification
- Nonparametric variable selection and its application to additive models
- On post dimension reduction statistical inference
- Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization
- Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood
- Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
- Dynamic tilted current correlation for high dimensional variable screening
- Composite quantile regression for ultra-high dimensional semiparametric model averaging
- A sequential approach to feature selection in high-dimensional additive models
- The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data
- A fast algorithm for detecting gene-gene interactions in genome-wide association studies
- Sufficient variable selection using independence measures for continuous response
- Robust feature screening for elliptical copula regression model
- Grouped variable screening for ultra-high dimensional data for linear model
- Test for conditional independence with application to conditional screening
- Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model
- Feature screening for ultrahigh-dimensional additive logistic models
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- Variable selection and estimation for semi-parametric multiple-index models
- High dimensional single index models
- Conditional sure independence screening by conditional marginal empirical likelihood
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications
- Sure screening by ranking the canonical correlations
- The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
- Model-free feature screening via a modified composite quantile correlation
- Model free feature screening with dependent variable in ultrahigh dimensional binary classification
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Feature screening for high-dimensional survival data via censored quantile correlation
- Fast stepwise regression based on multidimensional indexes
- VariableScreening
- Robust variable selection and parametric component identification in varying coefficient models
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