Fused mean-variance filter for feature screening

DOI10.1016/J.CSDA.2017.10.008zbMATH Open1469.62169DBLPjournals/csda/YanTXDW18OpenAlexW2584806662WikidataQ57535640 ScholiaQ57535640MaRDI QIDQ1662311FDOQ1662311

Authors: Xiao-Dong Yan, Jinhan Xie, Xianwen Ding, N. S. Tang, Zhiqiang Wang 

Publication date: 17 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2017.10.008

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zbMATH Keywords

sure screening propertyslicing methodranking consistency propertyfused mean-variance filterultrahigh dimensional data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cited In (17)

• A distribution-free test of independence based on mean variance index
• A nonparametric feature screening method for ultrahigh-dimensional missing response
• A distribution-free test of independence based on a modified mean variance index
• The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data
• The fused Kolmogorov filter: a nonparametric model-free screening method
• A nonparametric procedure for linear and nonlinear variable screening
• The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
• Interaction screening for high-dimensional heterogeneous data via robust hybrid metrics
• Unified mean-variance feature screening for ultrahigh-dimensional regression
• Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random
• Grouped feature screening for ultra-high dimensional data for the classification model
• Category encoding method to select feature genes for the classification of bulk and single-cell RNA-seq data
• Censored mean variance sure independence screening for ultrahigh dimensional survival data
• Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index
• Joint model-free feature screening for ultra-high dimensional semi-competing risks data
• Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills
• Feature screening under missing indicator imputation with non-ignorable missing response

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