Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation

DOI10.1007/s11425-016-9208-6zbMath1404.62041OpenAlexW2887544071WikidataQ129406205 ScholiaQ129406205MaRDI QIDQ1989916

Xudong Huang, Kai Xu

Publication date: 29 October 2018

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-9208-6

zbMATH Keywords

ultrahigh-dimensional survival datamartingale difference correlationcensored-conditional-quantile screeningsure-screening property

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Martingales with discrete parameter (60G42) Measures of association (correlation, canonical correlation, etc.) (62H20) Censored data models (62N01)

Related Items (1)

A new robust model-free feature screening method for ultra-high dimensional right censored data

Cites Work

• Measuring and testing dependence by correlation of distances
• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
• Robust rank correlation based screening
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Model-free conditional independence feature screening for ultrahigh dimensional data
• Model-free feature screening for ultrahigh dimensional censored regression
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Interaction pursuit in high-dimensional multi-response regression via distance correlation
• Censored rank independence screening for high-dimensional survival data
• Approximation Theorems of Mathematical Statistics
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Feature Screening via Distance Correlation Learning
• Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
• Conditional quantile screening in ultrahigh-dimensional heterogeneous data
• Locally Weighted Censored Quantile Regression
• Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
• Feature screening in ultrahigh dimensional cox's model

This page was built for publication: Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation