Partial correlation screening for varying coefficient models
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Cites work
- A sure independence screening procedure for ultra-high dimensional partially linear additive models
- Conditional distance correlation screening for sparse ultrahigh-dimensional models
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Hedonic housing prices and the demand for clean air
- scientific article; zbMATH DE number 5668400 (Why is no real title available?)
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Robust feature screening for varying coefficient models via quantile partial correlation
- Robust variable selection and parametric component identification in varying coefficient models
- Shrinkage estimation of the varying coefficient model
- Statistical methods with varying coefficient models
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Ultrahigh dimensional feature selection: beyond the linear model
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric regression modeling
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(7)- Screening for Partial Conjunction Hypotheses
- On a Screened Pearson Correlation and Its Application to Interdependence Methods
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Copula-based Partial Correlation Screening: a Joint and Robust Approach
- Robust feature screening for varying coefficient models via quantile partial correlation
- Variable selection via partial correlation
- Stability-ranked feature selection for classification in high-dimensional data: combining regularization and machine learning algorithms
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