Feature screening for ultrahigh dimensional categorical data with covariates missing at random
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Publication:2008118
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- Adjusted Pearson chi-square feature screening for multi-classification with ultrahigh dimensional data
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- The fused Kolmogorov filter: a nonparametric model-free screening method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for regression models with missing data
- Weak convergence and empirical processes. With applications to statistics
Cited in
(16)- Feature screening in ultrahigh-dimensional partially linear models with missing responses at random
- Partition-based feature screening for categorical data via RKHS embeddings
- Partial sufficient variable screening with categorical controls
- How to make model-free feature screening approaches for full data applicable to the case of missing response?
- A nonparametric feature screening method for ultrahigh-dimensional missing response
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Category-adaptive variable screening for ultra-high dimensional heterogeneous categorical data
- A distribution-free test of independence based on a modified mean variance index
- Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random
- Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index
- Sure independence screening in the presence of missing data
- Model averaging for multiple quantile regression with covariates missing at random
- scientific article; zbMATH DE number 7295357 (Why is no real title available?)
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
- Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification
- Feature selection and classification for high-dimensional incomplete multimodal data
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