Conditional sure independence screening by conditional marginal empirical likelihood

DOI10.1007/S10463-015-0534-9zbMATH Open1398.62072OpenAlexW1202007687MaRDI QIDQ2397046FDOQ2397046

Authors: Qinqin Hu, Lu Lin 

Publication date: 29 May 2017

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-015-0534-9

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zbMATH Keywords

empirical likelihoodhigh-dimensional data analysissure screeningvariable selecting

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
• Model-free feature screening for ultrahigh-dimensional data
• Least angle regression. (With discussion)
• Title not available (Why is that?)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• Statistics for high-dimensional data. Methods, theory and applications.
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Simultaneous analysis of Lasso and Dantzig selector
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Extending the scope of empirical likelihood
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• Empirical likelihood
• Penalized high-dimensional empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Tilting methods for assessing the influence of components in a classifier
• A general theory of concave regularization for high-dimensional sparse estimation problems
• Effects of data dimension on empirical likelihood
• A review on empirical likelihood methods for regression
• Ultrahigh dimensional feature selection: beyond the linear model
• Penalized empirical likelihood and growing dimensional general estimating equations
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
• Marginal empirical likelihood and sure independence feature screening
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Robust rank correlation based screening
• Nonparametric feature screening

Cited In (12)

• Sure independence screening for real medical Poisson data
• Nonlinear regression models with single‐index heteroscedasticity
• Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
• Test for conditional independence with application to conditional screening
• Conditional feature screening for mean and variance functions in models with multiple-index structure
• Model‐free conditional screening for ultrahigh‐dimensional survival data via conditional distance correlation
• Conditional distance correlation sure independence screening for ultra-high dimensional survival data
• Model-free conditional feature screening for ultra-high dimensional right censored data
• Model-free feature screening via distance correlation for ultrahigh dimensional survival data
• Conditional screening for ultrahigh-dimensional survival data in case-cohort studies
• Model-free conditional screening via conditional distance correlation
• Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood

Uses Software

• ElemStatLearn

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