A nonparametric feature screening method for ultrahigh-dimensional missing response
DOI10.1016/j.csda.2019.106828OpenAlexW2970062792WikidataQ127324412 ScholiaQ127324412MaRDI QIDQ2008122
Jinhan Xie, Xiaodong Yan, Xiao-Xia Li, Nian Sheng Tang
Publication date: 22 November 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2019.106828
imputationmissing at randomfeature screeningultrahigh-dimensional datamarginal Spearman rank correlation
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- Marginal empirical likelihood and sure independence feature screening
- Robust rank correlation based screening
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Fused mean-variance filter for feature screening
- Feature screening in ultrahigh-dimensional partially linear models with missing responses at random
- Estimation and variable selection in generalized partially nonlinear models with nonignorable missing responses
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Censored rank independence screening for high-dimensional survival data
- Semiparametric Estimating Equations Inference with Nonignorable Nonresponse
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Nonparametric Estimation of Mean Functionals with Data Missing at Random
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- Empirical likelihood for estimating equations with nonignorably missing data
- Model Selection Criteria for Missing-Data Problems Using the EM Algorithm