Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood
From MaRDI portal
Publication:2208382
DOI10.1007/s00362-018-0993-1zbMath1452.62249OpenAlexW2791265763MaRDI QIDQ2208382
Publication date: 2 November 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-018-0993-1
nonparametric modelempirical likelihoodhigh-dimensionalityfeature screeningsure independent ranking and screening (SIRS)
Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical aspects of big data and data science (62R07)
Related Items
Model-free feature screening via distance correlation for ultrahigh dimensional survival data ⋮ A model-free conditional screening approach via sufficient dimension reduction
Cites Work
- 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
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- Marginal empirical likelihood and sure independence feature screening
- Empirical likelihood ratio confidence regions
- Composite quantile regression and the oracle model selection theory
- Nonparametric feature screening
- Adaptive conditional feature screening
- Least angle regression. (With discussion)
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Adaptive group Lasso for high-dimensional generalized linear models
- Model-free conditional screening via conditional distance correlation
- Conditional sure independence screening by conditional marginal empirical likelihood
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Better Subset Regression Using the Nonnegative Garrote
- Empirical likelihood ratio confidence intervals for a single functional
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- A Statistical View of Some Chemometrics Regression Tools
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
- The Sparse MLE for Ultrahigh-Dimensional Feature Screening
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Variable selection for sparse high-dimensional nonlinear regression models by combining nonnegative garrote and sure independence screening
