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

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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)

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
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• Feature Screening via Distance Correlation Learning
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• Nonparametric independence screening in sparse ultra-high-dimensional additive models
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• Regularization of Wavelet Approximations
• A Statistical View of Some Chemometrics Regression Tools
• Tilting methods for assessing the influence of components in a classifier
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Robust rank correlation based screening
• Comments on «Wavelets in statistics: A review» by A. Antoniadis
• Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis

Cited In (6)

• Feature screening in ultrahigh-dimensional varying-coefficient Cox model
• Robust feature screening for elliptical copula regression model
• Variable screening in multivariate linear regression with high-dimensional covariates
• Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates
• Variable screening for Lasso based on multidimensional indexing
• Large-Scale Correlation Screening

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