Model-free feature screening via a modified composite quantile correlation

DOI10.1016/J.JSPI.2017.03.006MaRDI QIDQ2407077zbMATH OpenOpenAlexFDO

Authors Kai Xu

Publication date 28 September 2017

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2017.03.006

zbMATH Keywords

sure screening propertyfeature screeningmodified composite quantile correlationrank consistency property

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 205878 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Ultrahigh dimensional feature selection: beyond the linear model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models

Cited in

(8)

• Model-free sure screening via maximum correlation
• Quantile generalized measures of correlation
• Model-free feature screening for ultrahigh dimensional data through a modified Blum-Kiefer-Rosenblatt correlation
• Robust model-free feature screening via quantile correlation
• Composite coefficient of determination and its application in ultrahigh dimensional variable screening
• Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
• Composite quantile regression for ultra-high dimensional semiparametric model averaging
• Nonparametric feature screening

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