Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models

DOI10.1016/j.jspi.2017.12.005zbMath1432.62101OpenAlexW2782867465MaRDI QIDQ1643796

Xue-Jun Ma, Xiang-Jie Li, Jing-Xiao Zhang

Publication date: 20 June 2018

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.2017.12.005

zbMATH Keywords

varying coefficient modelssure screening propertyultrahigh-dimensionalityconditional distribution correlationconditional quantile correlationranking 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)

Related Items

Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data ⋮ Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction ⋮ Model averaging for semiparametric varying coefficient quantile regression models

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