A sure independence screening procedure for ultra-high dimensional partially linear additive models
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Publication:5036612
DOI10.1080/02664763.2018.1548583OpenAlexW2964122172MaRDI QIDQ5036612FDOQ5036612
Author name not available (Why is that?)
Publication date: 23 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.08604
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sparsitystructure identificationsure screening propertyvariable screeningpartially linear additive modelultra-high dimensionality
Cites Work
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- One-step sparse estimates in nonconcave penalized likelihood models
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- Variable selection using MM algorithms
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- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
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Cited In (11)
- Support vector machine in ultrahigh-dimensional feature space
- Partial correlation screening for varying coefficient models
- Estimation in partial linear model with spline modal function
- Iterative adaptive robust variable selection in nomparametric additive models
- Sure independence screening in generalized linear models with NP-dimensionality
- Least product relative error estimation for identification in multiplicative additive models
- Identification for partially linear regression model with autoregressive errors
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Independent screening in high-dimensional exponential family predictors’ space
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
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