Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data

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Publication:1952454

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DOI10.1214/13-AOS1087zbMath1295.62053arXiv1304.2186OpenAlexW2136659330MaRDI QIDQ1952454

Lan Wang, Hyokyoung Grace Hong, Xuming He

Publication date: 30 May 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.2186

zbMATH Keywords

quantile regression polynomial splines high dimension sure independence screening randomly censored data feature screening

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Reliability and life testing (62N05) Nonparametric inference (62G99)

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