Model-free feature screening via a modified composite quantile correlation
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- An adaptive composite quantile approach to dimension reduction
- Composite quantile regression and the oracle model selection theory
- Convergence of stochastic processes
- Feature screening via distance correlation learning
- scientific article; zbMATH DE number 205878 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- L-Estimation for Linear Models
- Least angle regression. (With discussion)
- Martingale difference correlation and its use in high-dimensional variable screening
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric feature screening
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On the adaptive elastic net with a diverging number of parameters
- One-step sparse estimates in nonconcave penalized likelihood models
- Probability Inequalities for Sums of Bounded Random Variables
- Quantile correlations and quantile autoregressive modeling
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regularization and Variable Selection Via the Elastic Net
- Robust model-free feature screening via quantile correlation
- Robust rank correlation based screening
- Smoothly clipped absolute deviation on high dimensions
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Ultrahigh dimensional feature selection: beyond the linear model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(12)- Nonparametric feature screening
- Projection quantile correlation and its use in high-dimensional grouped variable screening
- Composite quantile regression for ultra-high dimensional semiparametric model averaging
- Model-free sure screening via maximum correlation
- Model-free feature screening for ultrahigh dimensional data through a modified Blum-Kiefer-Rosenblatt correlation
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- Composite coefficient of determination and its application in ultrahigh dimensional variable screening
- Quantile generalized measures of correlation
- Bayesian spatio-temporal modeling for the inpatient hospital costs of alcohol-related disorders
- Censored composite conditional quantile screening for high-dimensional survival data
- ModeKoff: a unified modal-based variable screening method for high-dimensional data with FDR control
- Robust model-free feature screening via quantile correlation
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