Robust feature screening for varying coefficient models via quantile partial correlation

DOI10.1007/S00184-016-0589-5zbMATH Open1365.62138OpenAlexW2472310269MaRDI QIDQ506573FDOQ506573

Authors: Xiang-Jie Li, Xue-Jun Ma, Jingxiao Zhang 

Publication date: 1 February 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-016-0589-5

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zbMATH Keywords

varying coefficient modelfeature screeningquantile partial correlationultrahigh-dimensional data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Feature Screening via Distance Correlation Learning
• Regularization and Variable Selection Via the Elastic Net
• Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
• Shrinkage Estimation of the Varying Coefficient Model
• Quantile Correlations and Quantile Autoregressive Modeling
• Robust rank correlation based screening

Cited In (5)

• Partial correlation screening for varying coefficient models
• Feature screening for generalized varying coefficient models with application to dichotomous responses
• Copula-based Partial Correlation Screening: a Joint and Robust Approach
• Robust feature screening for elliptical copula regression model
• Robust and sparse learning of varying coefficient models with high-dimensional features

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