Forward selection for feature screening and structure identification in varying coefficient models
From MaRDI portal
Publication:6133729
DOI10.1007/s13171-021-00261-4OpenAlexW3203827563MaRDI QIDQ6133729
Publication date: 21 August 2023
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-021-00261-4
Cites Work
- Unnamed Item
- Unnamed Item
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Nearly unbiased variable selection under minimax concave penalty
- Robust structure identification and variable selection in partial linear varying coefficient models
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- A space-time varying coefficient model: the equity of service accessibility
- Robust rank correlation based screening
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- A selective overview of feature screening for ultrahigh-dimensional data
- Weak convergence and empirical processes. With applications to statistics
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Variable selection and structure identification for varying coefficient Cox models
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Forward Regression for Ultra-High Dimensional Variable Screening
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Extended Bayesian information criteria for model selection with large model spaces
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Greedy forward regression for variable screening
- Feature Screening via Distance Correlation Learning
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
- Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models
- Shrinkage Estimation of the Varying Coefficient Model
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- Model Selection and Estimation in Regression with Grouped Variables
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors