Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models
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Publication:5138024
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- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
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- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Regularization and Variable Selection Via the Elastic Net
- Robust rank correlation based screening
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- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited In (11)
- Variable screening for ultrahigh dimensional censored quantile regression
- Globally adaptive quantile regression with ultra-high dimensional data
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous 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
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Gini correlation for feature screening
- Conditional quantile correlation learing for ultrahigh dimensional varying coefficient models and its application in survival analysis
- Correction to: ``Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
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