Forward selection for feature screening and structure identification in varying coefficient models

Cites Work

Model-Free Feature Screening for Ultrahigh-Dimensional Data
Nearly unbiased variable selection under minimax concave penalty
Weak convergence and empirical processes. With applications to statistics
Extended Bayesian information criteria for model selection with large model spaces
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Title not available (Why is that?)
Sure Independence Screening for Ultrahigh Dimensional Feature Space
Feature Screening via Distance Correlation Learning
Title not available (Why is that?)
Model Selection and Estimation in Regression with Grouped Variables
Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
Nonparametric independence screening in sparse ultra-high-dimensional additive models
On varying-coefficient independence screening for high-dimensional varying-coefficient models
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
Shrinkage Estimation of the Varying Coefficient Model
Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
Robust structure identification and variable selection in partial linear varying coefficient models
Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
Model Selection via Bayesian Information Criterion for Quantile Regression Models
Forward regression for ultra-high dimensional variable screening
Robust rank correlation based screening
Greedy forward regression for variable screening
The fused Kolmogorov filter: a nonparametric model-free screening method
A space-time varying coefficient model: the equity of service accessibility
Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space
Adaptively weighted group Lasso for semiparametric quantile regression models
Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
A selective overview of feature screening for ultrahigh-dimensional data
Variable selection and structure identification for varying coefficient Cox models
Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models

Cited In (2)

Feature screening for generalized varying coefficient models with application to dichotomous responses
Concordance Measure-based Feature Screening and Variable Selection

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)