Composite coefficient of determination and its application in ultrahigh dimensional variable screening
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Publication:5208077
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Cites work
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Cited in
(12)- Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency
- Explained variation under the additive hazards model
- 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
- Sliced Independence Test
- The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data
- Unified mean-variance feature screening for ultrahigh-dimensional regression
- On Sure Screening with Multiple Responses
- Testing unconditional and conditional independence via mutual information
- Asymptotic Distribution-Free Independence Test for High-Dimension Data
- Community detection for New York stock market by SCORE-CCD
- Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold
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