Principal components adjusted variable screening

DOI10.1016/J.CSDA.2016.12.015MaRDI QIDQ1658427zbMATH OpenOpenAlexWikidataFDO

Authors Zhongkai Liu, Rui Song, Donglin Zeng, Jiajia Zhang

Publication date 14 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc5461980

zbMATH Keywords

principal componentsvariable selectiongeneralized linear modelssure screening

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• A general theory of concave regularization for high-dimensional sparse estimation problems
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Contour projected dimension reduction
• Eigenstrat
• Exploration, normalization, and summaries of high density oligonucleotide array probe level data
• Factor profiled sure independence screening
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Robust rank correlation based screening
• Sparse principal component analysis via regularized low rank matrix approximation
• 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).
• Tilting methods for assessing the influence of components in a classifier
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(2)

• Variable screening in predicting clinical outcome with high-dimensional microarrays
• An improved and explicit surrogate variable analysis procedure by coefficient adjustment

Describes a project that uses

Uses Software

• Eigenstrat

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