Composite coefficient of determination and its application in ultrahigh dimensional variable screening
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Cites work
- A consistent multivariate test of association based on ranks of distances
- A Semiparametric Approach to Canonical Analysis
- Algorithmic Learning Theory
- An iterative approach to distance correlation-based sure independence screening
- Component selection and smoothing in multivariate nonparametric regression
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Equitability, mutual information, and the maximal information coefficient
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- Hedonic housing prices and the demand for clean air
- High-dimensional classification using features annealed independence rules
- Kernel-based tests for joint independence
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- Model-free feature screening for ultrahigh dimensional data through a modified Blum-Kiefer-Rosenblatt correlation
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- On measures of dependence
- 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
- The almost equivalence of pairwise and mutual independence and the duality with exchangeability
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- UPS delivers optimal phase diagram in high-dimensional variable selection
- Variable selection in nonparametric additive models
Cited in
(16)- Unified mean-variance feature screening for ultrahigh-dimensional regression
- The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data
- On Sure Screening with Multiple Responses
- Sliced Independence Test
- Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold
- Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency
- Community detection for New York stock market by SCORE-CCD
- Testing unconditional and conditional independence via mutual information
- Explained variation under the additive hazards model
- Asymptotic Distribution-Free Independence Test for High-Dimension Data
- A survey of some recent developments in measures of association
- A conditional distribution function-based measure for independence and K-sample tests in multivariate data
- Semiparametric estimation and variable selection for sparse single index models in increasing dimension
- A tree approach for variable selection and its random forest
- Detect complete dependence via trace correlation in the presence of matrix-valued random objects
- Differential distance correlation and its applications
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