Gini correlation for feature screening
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Publication:2046243
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Measure Of Association Based On Gin's Mean Difference
- Extended Bayesian information criteria for model selection with large model spaces
- Factor profiled sure independence screening
- Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
- Generalized additive models
- Model-free feature screening for ultrahigh-dimensional data
- Nonconcave penalized M-estimation with a diverging number of parameters
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On the proper bounds of the Gini correlation
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
- Robust rank correlation based screening
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Shrinkage estimation of the varying coefficient model
- Statistical significance for genomewide studies
- Statistics for high-dimensional data. Methods, theory and applications.
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in semiparametric regression modeling
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