A sure independence screening procedure for ultra-high dimensional partially linear additive models
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Publication:5036612
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Cites work
- Can Tests for Jumps be Viewed as Tests for Clusters?
- Correlation rank screening for ultrahigh-dimensional survival data
- Estimation and variable selection for semiparametric additive partial linear models
- Extended Bayesian information criteria for model selection with large model spaces
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- One-step sparse estimates in nonconcave penalized likelihood models
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Robust rank correlation based screening
- Robust structure identification and variable selection in partial linear varying coefficient models
- Semiparametric regression pursuit
- Shrinkage estimation for identification of linear components in additive models
- Statistical inference on semi-parametric partial linear additive models
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Variable selection in high-dimensional partly linear additive models
- Variable selection in nonparametric additive models
- Variable selection in partially linear additive models for modal regression
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(20)- Sure independence screening in generalized linear models with NP-dimensionality
- Adaptive model-free sure independence screening
- Least product relative error estimation for identification in multiplicative additive models
- Feature screening for ultrahigh-dimensional additive logistic models
- Sure independence screening in ultrahigh dimensional generalized additive models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Identification for partially linear regression model with autoregressive errors
- Estimation in partial linear model with spline modal function
- Independent screening in high-dimensional exponential family predictors’ space
- Marginal empirical likelihood independence screening in sparse ultra-high dimensional additive models
- Partial correlation screening for varying coefficient models
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
- Support vector machine in ultrahigh-dimensional feature space
- Iterative adaptive robust variable selection in nomparametric additive models
- Double sparsity garrotized kernel machine in high-dimensional partially linear model
- Smooth-threshold estimating equations for partially linear additive models based on modal regression
- Stability-ranked feature selection for classification in high-dimensional data: combining regularization and machine learning algorithms
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
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