A note on quantile feature screening via distance correlation
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Publication:2010823
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Lack-of-Fit Test for Quantile Regression
- A flexible shrinkage operator for fussy grouped variable selection
- Composite quantile regression and the oracle model selection theory
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric feature screening
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Quantile correlations and quantile autoregressive modeling
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regularized quantile regression and robust feature screening for single index models
- Robust model-free feature screening via quantile correlation
- Robust rank correlation based screening
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- Ultrahigh dimensional feature selection: beyond the linear model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in high-dimensional double generalized linear models
Cited in
(13)- Model-free feature screening via a modified composite quantile correlation
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data
- Robust model-free feature screening via quantile correlation
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis
- A new robust model-free feature screening method for ultra-high dimensional right censored data
- Model-free conditional feature screening for ultra-high dimensional right censored data
- Adaptive elastic net-penalized quantile regression for variable selection
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- Sure independence screening in the presence of missing data
- Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables
- Robust feature screening for varying coefficient models via quantile partial correlation
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