Variable screening for ultrahigh dimensional censored quantile regression
From MaRDI portal
Publication:5107331
DOI10.1080/00949655.2018.1554068OpenAlexW2904366727WikidataQ128703328 ScholiaQ128703328MaRDI QIDQ5107331FDOQ5107331
Shucong Zhang, Jing Pan, Yong Zhou
Publication date: 27 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2018.1554068
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
- Survival Analysis With Quantile Regression Models
- Title not available (Why is that?)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Censored Regression Quantiles
- Title not available (Why is that?)
- Locally Weighted Censored Quantile Regression
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Title not available (Why is that?)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile Correlations and Quantile Autoregressive Modeling
- Uniform consistency of the kernel conditional Kaplan-Meier estimate
- Asymptotic properties of a generalized kaplan-meier estimator with some applications
- A new distribution-free quantile estimator
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Forward Regression for Ultra-High Dimensional Variable Screening
- Robust rank correlation based screening
- Variable selection for censored quantile regression
- Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
- Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
- Censored rank independence screening for high-dimensional survival data
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
Cited In (3)
Recommendations
- Variable selection in censored quantile regression with high dimensional data π π
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models π π
- Variable selection for censored quantile regression π π
- High dimensional censored quantile regression π π
- Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables π π
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models π π
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations π π
- Inference for High-Dimensional Censored Quantile Regression π π
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data π π
- Model-free feature screening for ultrahigh dimensional censored regression π π
This page was built for publication: Variable screening for ultrahigh dimensional censored quantile regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5107331)