Concordance Measure-based Feature Screening and Variable Selection

DOI10.5705/SS.202016.0024zbMATH Open1392.62217OpenAlexW2594228003MaRDI QIDQ4601262FDOQ4601262

Authors:

Publication date: 12 January 2018

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2310502e5544001ef8eb8337e208cf23513bce24

Recommendations

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zbMATH Keywords

variable selectionsparsityvariable screening\(C\)-statisticfalse positive ratesultra-high dimensional predictors

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (7)

• Feature screening via concordance indices for left-truncated and right-censored survival data
• A note of feature screening via a rank-based coefficient of correlation
• Variable screening in predicting clinical outcome with high-dimensional microarrays
• Conditional feature screening for mean and variance functions in models with multiple-index structure
• Supervised structural learning of semiparametric regression on high-dimensional correlated covariates with applications to eQTL studies
• Censored mean variance sure independence screening for ultrahigh dimensional survival data
• Two-directional simultaneous inference for high-dimensional models

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