Efficient feature screening for ultrahigh-dimensional varying coefficient models

DOI10.4310/SII.2017.V10.N3.A5zbMATH Open1388.62168OpenAlexW2584913954MaRDI QIDQ1748658FDOQ1748658

Authors: Xianqiang Yang 

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2017.v10.n3.a5

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zbMATH Keywords

varying coefficient modelsultrahigh-dimensionalitygroup variablesconditional distance covariancemultiple index variables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (11)

• Feature selection for varying coefficient models with ultrahigh-dimensional covariates
• Feature screening for generalized varying coefficient models with application to dichotomous responses
• Network-based feature screening with applications to genome data
• Feature screening in ultrahigh-dimensional generalized varying-coefficient models
• Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
• Conditional feature screening for mean and variance functions in models with multiple-index structure
• Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
• On varying-coefficient independence screening for high-dimensional varying-coefficient models
• Unified mean-variance feature screening for ultrahigh-dimensional regression
• Local estimation of sure explained variability independence screening and its application for ultrahigh-dimensional data
• Sequential feature screening for generalized linear models with sparse ultra-high dimensional data

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