Sure screening by ranking the canonical correlations

DOI10.1007/S11749-016-0497-ZzbMATH Open1402.62071OpenAlexW2430218517MaRDI QIDQ2398078FDOQ2398078

Authors Yanyan Li

Publication date 15 August 2017

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-016-0497-z

zbMATH Keywords

correlationhigh dimensionPearson correlationgroup screening

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• Comments on: ``Wavelets in statistics: a review by A. Antoniadis
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• Model Selection and Estimation in Regression with Grouped Variables
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• Nonconcave penalized likelihood 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
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Regularization of Wavelet Approximations
• 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
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Tilting methods for assessing the influence of components in a classifier

Cited in

(11)

• Penalized linear regression with high-dimensional pairwise screening
• Interaction screening via canonical correlation
• Feature screening in ultrahigh-dimensional varying-coefficient Cox model
• Robust feature screening for elliptical copula regression model
• Large-Scale Correlation Screening
• Robust rank correlation based screening
• Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates
• Variable screening for Lasso based on multidimensional indexing
• Composite coefficient of determination and its application in ultrahigh dimensional variable screening
• Variable screening in multivariate linear regression with high-dimensional covariates
• Gini correlation for feature screening

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