Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
DOI10.1080/02664763.2015.1072141OpenAlexW2278794265MaRDI QIDQ5138024FDOQ5138024
Riquan Zhang, Zhiping Lu, Junying Zhang
Publication date: 3 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/Quantile_adaptive_variable_screening_in_ultra_high_dimensional_varying_coefficient_models/1569496
variable selectionquantile regressiondimensionality reductionheterogeneous dataultra-high dimensionvarying-coefficient independent screening
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Cited In (8)
- Variable screening for ultrahigh dimensional censored quantile regression
- Globally adaptive quantile regression with ultra-high dimensional data
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Model-free slice screening for ultrahigh-dimensional survival data
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Gini correlation for feature screening
- Correction to: ``Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
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