Variable screening for ultrahigh dimensional censored quantile regression
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Recommendations
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- Inference for High-Dimensional Censored Quantile Regression
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Model-free feature screening for ultrahigh dimensional censored regression
Cites work
- A new distribution-free quantile estimator
- Asymptotic properties of a generalized kaplan-meier estimator with some applications
- Censored rank independence screening for high-dimensional survival data
- Censored Regression Quantiles
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
- Locally weighted censored quantile regression
- Martingale difference correlation and its use in high-dimensional variable screening
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- 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
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Quantile correlations and quantile autoregressive modeling
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Robust rank correlation based screening
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Survival Analysis With Quantile Regression Models
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Uniform consistency of the kernel conditional Kaplan-Meier estimate
- Variable selection for censored quantile regresion
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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