Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood

DOI10.1214/15-AOS1374zbMath1486.62082arXiv1502.07061WikidataQ39723923 ScholiaQ39723923MaRDI QIDQ282446

Yichao Wu, Jinyuan Chang, Cheng Yong Tang

Publication date: 12 May 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.07061

zbMATH Keywords

empirical likelihoodhigh-dimensional data analysisnonparametric and semiparametric modelssure independence screening

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

On Sure Screening with Multiple Responses, Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood, Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean, A general framework for tensor screening through smoothing, A nonparametric procedure for linear and nonlinear variable screening, Conditional feature screening for mean and variance functions in models with multiple-index structure, Nonparametric independence screening via favored smoothing bandwidth, Self-normalization: taming a wild population in a heavy-tailed world, Independence index sufficient variable screening for categorical responses, Copula-based Partial Correlation Screening: a Joint and Robust Approach, Conditional sure independence screening by conditional marginal empirical likelihood, Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random, Ultrahigh dimensional feature screening for additive model with multivariate response, Unnamed Item, Coordinatewise Gaussianization: Theories and Applications, Empirical likelihood ratio tests for non-nested model selection based on predictive losses, Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood, Balanced augmented empirical likelihood for regression models, Variable importance assessments and backward variable selection for multi-sample problems, A new scope of penalized empirical likelihood with high-dimensional estimating equations, Sufficient variable selection using independence measures for continuous response, A model-free conditional screening approach via sufficient dimension reduction, Wilks' theorem for semiparametric regressions with weakly dependent data

Uses Software

• ElemStatLearn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• Sure independence screening in generalized linear models with NP-dimensionality
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
• Marginal empirical likelihood and sure independence feature screening
• Statistics for high-dimensional data. Methods, theory and applications.
• A review on empirical likelihood methods for regression
• Robust rank correlation based screening
• Component selection and smoothing in multivariate nonparametric regression
• Variable selection in nonparametric additive models
• Extending the scope of empirical likelihood
• Additive regression and other nonparametric models
• Empirical likelihood for linear models
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• Empirical likelihood confidence intervals for local linear smoothers
• Penalized empirical likelihood and growing dimensional general estimating equations
• Penalized high-dimensional empirical likelihood
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• On varying-coefficient independence screening for high-dimensional varying-coefficient models
• Effects of data dimension on empirical likelihood
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood confidence intervals for nonparametric density estimation
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Feature Screening via Distance Correlation Learning
• Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
• The Kolmogorov filter for variable screening in high-dimensional binary classification
• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data