Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors

DOI10.1016/j.csda.2018.06.009zbMath1469.62113OpenAlexW2811069649WikidataQ129629979 ScholiaQ129629979MaRDI QIDQ1796954

Jun Lu, Lu Lin

Publication date: 17 October 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.2018.06.009

zbMATH Keywords

varying coefficientsure independence screeningultrahigh dimensionalitymultivariate responseconditional canonical correlation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

Partition-based feature screening for categorical data via RKHS embeddings ⋮ Conditional characteristic feature screening for massive imbalanced data ⋮ Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates ⋮ Interaction screening via canonical correlation

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