Partial sufficient variable screening with categorical controls
From MaRDI portal
Publication:6096643
DOI10.1016/j.csda.2023.107784OpenAlexW4378417733MaRDI QIDQ6096643
No author found.
Publication date: 15 September 2023
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2023.107784
conditional independencesufficient dimension reductioncategorical datasure screeningultrahigh dimensional data analysis
Cites Work
- Unnamed Item
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Model-free variable selection for conditional mean in regression
- Dimension reduction for the conditional mean in regressions with categorical predictors
- Conditional screening for ultra-high dimensional covariates with survival outcomes
- Sufficient dimension reduction in regressions with categorical predictors
- High-dimensional variable screening through kernel-based conditional mean dependence
- Independence index sufficient variable screening for categorical responses
- Double-slicing assisted sufficient dimension reduction for high-dimensional censored data
- Sufficient variable selection using independence measures for continuous response
- Test for conditional independence with application to conditional screening
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Diagnostic studies in sufficient dimension reduction
- Sliced Inverse Regression for Dimension Reduction
- Sure Independence Screening Adjusted for Confounding Covariates with Ultrahigh-dimensional Data
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
- A new class of measures for testing independence
- Feature Screening in Ultrahigh Dimensional Generalized Varying-coefficient Models
- Expected Conditional Characteristic Function-based Measures for Testing Independence
- Probability Inequalities for Sums of Bounded Random Variables
- Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
- Conditional Distance Correlation
- Sequential Sufficient Dimension Reduction for Large p, Small n Problems
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- NON-PARAMETRIC ESTIMATION OF DIRECTION IN SINGLE-INDEX MODELS WITH CATEGORICAL PREDICTORS
- Generalized martingale difference divergence: detecting conditional mean independence with applications in variable screening
This page was built for publication: Partial sufficient variable screening with categorical controls