Forward selection for feature screening and structure identification in varying coefficient models
From MaRDI portal
(Redirected from Publication:6133729)
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- A selective overview of feature screening for ultrahigh-dimensional data
- A space-time varying coefficient model: the equity of service accessibility
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Extended Bayesian information criteria for model selection with large model spaces
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models
- Forward regression for ultra-high dimensional variable screening
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Greedy forward regression for variable screening
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- Model Selection and Estimation in Regression with Grouped Variables
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Model-free feature screening for ultrahigh-dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Robust rank correlation based screening
- Robust structure identification and variable selection in partial linear varying coefficient models
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Shrinkage estimation of the varying coefficient model
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and structure identification for varying coefficient Cox models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Weak convergence and empirical processes. With applications to statistics
Cited in
(2)
This page was built for publication: Forward selection for feature screening and structure identification in varying coefficient models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6133729)
