Sure screening by ranking the canonical correlations

DOI10.1007/S11749-016-0497-ZMaRDI QIDQ2398078zbMATH OpenOpenAlexFDO

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

correlationgroup screeninghigh dimensionPearson correlation

Mathematics Subject Classification ID

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

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Cites work

• A Statistical View of Some Chemometrics Regression Tools
• Comments on: ``Wavelets in statistics: a review by A. Antoniadis
• Feature screening via distance correlation learning
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Model Selection and Estimation in Regression with Grouped Variables
• Model-free feature screening for ultrahigh dimensional discriminant analysis
• Model-free feature screening for ultrahigh-dimensional data
• Nearly unbiased variable selection under minimax concave penalty
• Nonconcave penalized likelihood with a diverging number of parameters.
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient 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

(12)

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

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