Sufficient variable screening with high-dimensional controls
From MaRDI portal
Publication:6184873
Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical aspects of fuzziness, sufficiency, and information (62B86)
Cites work
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- 10.1162/153244303768966085
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A knockoff filter for high-dimensional selective inference
- A new class of measures for testing independence
- Algorithmic Learning Theory
- Comment
- Conditional Distance Correlation
- Controlling the false discovery rate via knockoffs
- Diagnostic studies in sufficient dimension reduction
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Expected conditional characteristic function-based measures for testing independence
- Feature screening in ultrahigh-dimensional generalized varying-coefficient models
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Independence index sufficient variable screening for categorical responses
- Inference on the Primary Parameter of Interest with the Aid of Dimension Reduction Estimation
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Model-Free Feature Screening and FDR Control With Knockoff Features
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- On Directional Regression for Dimension Reduction
- Probability Inequalities for Sums of Bounded Random Variables
- Sliced Inverse Regression for Dimension Reduction
- Sufficient variable selection using independence measures for continuous response
- Sure independence screening adjusted for confounding covariates with ultrahigh dimensional data
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Test for conditional independence with application to conditional screening
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- The fused Kolmogorov filter: a nonparametric model-free screening method
Cited in
(2)
This page was built for publication: Sufficient variable screening with high-dimensional controls
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6184873)
