Model-free slice screening for ultrahigh-dimensional survival data
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Cites work
- A robust variable screening method for high-dimensional data
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data
- Censored rank independence screening for high-dimensional survival data
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Feature screening via distance correlation learning
- scientific article; zbMATH DE number 1834429 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
- Linear regression with censored data
- Marginal empirical likelihood and sure independence feature screening
- Martingale difference correlation and its use in high-dimensional variable screening
- Model-free feature screening for ultrahigh dimensional censored regression
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
- Robust feature screening for high-dimensional survival data
- Robust rank correlation based screening
- Semiparametric Regression for the Mean and Rate Functions of Recurrent Events
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Ultrahigh dimensional feature selection: beyond the linear model
- Univariate shrinkage in the Cox model for high dimensional data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(13)- Censored cumulative residual independent screening for ultrahigh-dimensional survival data
- A new nonparametric screening method for ultrahigh-dimensional survival data
- Fused mean-variance filter for feature screening
- An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model
- The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
- The L_q-norm learning for ultrahigh-dimensional survival data: an integrative framework
- Pseudo-value method for ultra high-dimensional semiparametric models with lifetime data
- Survival impact index and ultrahigh‐dimensional model‐free screening with survival outcomes
- Feature screening with large‐scale and high‐dimensional survival data
- Model‐free conditional screening for ultrahigh‐dimensional survival data via conditional distance correlation
- Nonparametric feature screening for ultrahigh-dimensional case II interval-censored failure time data
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