A note on quantile feature screening via distance correlation
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Publication:2010823
DOI10.1007/S00362-017-0894-8zbMATH Open1432.62092OpenAlexW2592356729MaRDI QIDQ2010823FDOQ2010823
Authors: Xiaojing Chen, Yi Liu, Xiaolin Chen 
Publication date: 28 November 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0894-8
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Nonparametric regression and quantile regression (62G08) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- Sure independence screening in generalized linear models with NP-dimensionality
- Model-free feature screening for ultrahigh-dimensional data
- Measuring and testing dependence by correlation of distances
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature screening via distance correlation learning
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Quantile Correlations and Quantile Autoregressive Modeling
- Composite quantile regression and the oracle model selection theory
- Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
- Variable selection in high-dimensional double generalized linear models
- Ultrahigh dimensional feature selection: beyond the linear model
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Robust rank correlation based screening
- A Lack-of-Fit Test for Quantile Regression
- Nonparametric feature screening
- Regularized quantile regression and robust feature screening for single index models
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Robust model-free feature screening via quantile correlation
- A flexible shrinkage operator for fussy grouped variable selection
Cited In (10)
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Model-free conditional feature screening for ultra-high dimensional right censored data
- A new robust model-free feature screening method for ultra-high dimensional right censored data
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data
- Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data
- Sure independence screening in the presence of missing data
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- Adaptive elastic net-penalized quantile regression for variable selection
- Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis
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