Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates

DOI10.1142/S2010326321500015MaRDI QIDQ3387069zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 12 January 2021

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s2010326321500015

zbMATH Keywords

canonical correlationfeature screeningKendall's taumulti-response

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Robust feature screening for elliptical copula regression model
• Robust rank correlation based screening
• Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
• Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
• Ultrahigh dimensional feature screening via projection

Cites work

• A selective overview of feature screening for ultrahigh-dimensional data
• Adaptive conditional feature screening
• Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
• Feature screening via distance correlation learning
• High-dimensional Gaussian copula regression: adaptive estimation and statistical inference
• Model-free feature screening for ultrahigh-dimensional data
• Modeling high-frequency financial data by pure jump processes
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Probability Inequalities for Sums of Bounded Random Variables
• Robust covariance estimation for approximate factor models
• Robust factor number specification for large-dimensional elliptical factor model
• Robust feature screening for elliptical copula regression model
• Robust model-free feature screening based on modified Hoeffding measure for ultra-high dimensional data
• Robust model-free feature screening via quantile correlation
• Robust rank correlation based screening
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Sure screening by ranking the canonical correlations
• Testing for pure-jump processes for high-frequency data
• Ultrahigh dimensional feature screening via projection

Cited in

(1)

• Robust feature screening for elliptical copula regression model

This page was built for publication: Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3387069)