Robust feature screening for varying coefficient models via quantile partial correlation
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile correlations and quantile autoregressive modeling
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regularization and Variable Selection Via the Elastic Net
- Robust rank correlation based screening
- Shrinkage estimation of the varying coefficient model
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(8)- Partial correlation screening for varying coefficient models
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- A note on quantile feature screening via distance correlation
- Copula-based Partial Correlation Screening: a Joint and Robust Approach
- Robust feature screening for elliptical copula regression model
- Some notes on robust sure independence screening
- Robust model-free feature screening via quantile correlation
- Robust and sparse learning of varying coefficient models with high-dimensional features
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