Composite coefficient of determination and its application in ultrahigh dimensional variable screening

DOI10.1080/01621459.2018.1514305zbMATH Open1428.62340OpenAlexW2889315607MaRDI QIDQ5208077FDOQ5208077

Authors:

Publication date: 15 January 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2018.1514305

Recommendations

• Robust rank correlation based screening
• Sure screening by ranking the canonical correlations
• Feature screening via distance correlation learning
• Model-free feature screening via a modified composite quantile correlation
• High-dimensional variable screening through kernel-based conditional mean dependence

zbMATH Keywords

kernel regressiontest of independencebinarizationvariable screeningultrahigh dimensionalityself-equitability

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
• Model-free feature screening for ultrahigh-dimensional data
• Measuring and testing dependence by correlation of distances
• Equitability, mutual information, and the maximal information coefficient
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Feature screening via distance correlation learning
• A consistent multivariate test of association based on ranks of distances
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• High-dimensional classification using features annealed independence rules
• Hedonic housing prices and the demand for clean air
• On measures of dependence
• Feature selection for varying coefficient models with ultrahigh-dimensional covariates
• Algorithmic Learning Theory
• 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
• Kernel-based tests for joint independence
• Component selection and smoothing in multivariate nonparametric regression
• Variable selection in nonparametric additive models
• Martingale difference correlation and its use in high-dimensional variable screening
• UPS delivers optimal phase diagram in high-dimensional variable selection
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
• The Kolmogorov filter for variable screening in high-dimensional binary classification
• Robust rank correlation based screening
• The almost equivalence of pairwise and mutual independence and the duality with exchangeability
• Model-free feature screening for ultrahigh dimensional discriminant analysis
• Model-free feature screening for ultrahigh dimensional data through a modified Blum-Kiefer-Rosenblatt correlation
• A Semiparametric Approach to Canonical Analysis
• Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
• An iterative approach to distance correlation-based sure independence screening

Cited In (12)

• Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency
• Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold
• The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data
• On Sure Screening with Multiple Responses
• Unified mean-variance feature screening for ultrahigh-dimensional regression
• Explained variation under the additive hazards model
• Testing unconditional and conditional independence via mutual information
• Asymptotic Distribution-Free Independence Test for High-Dimension Data
• A survey of some recent developments in measures of association
• Sliced Independence Test
• A conditional distribution function-based measure for independence and \(K\)-sample tests in multivariate data
• Community detection for New York stock market by SCORE-CCD

This page was built for publication: Composite coefficient of determination and its application in ultrahigh dimensional variable screening

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5208077)