Quantile generalized measures of correlation
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Publication:6547761
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Cites work
- A new coefficient of correlation
- A simple measure of conditional dependence
- Algorithmic Learning Theory
- Ball Covariance: A Generic Measure of Dependence in Banach Space
- Composite quantile regression and the oracle model selection theory
- Conditional Distance Correlation
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
- Detecting novel associations in large data sets
- Feature screening via distance correlation learning
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- Generalized random forests
- Globally adaptive quantile regression with ultra-high dimensional data
- High-dimensional classification using features annealed independence rules
- Hypothesis testing for regional quantiles
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Local Linear Quantile Regression
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Measuring multivariate association and beyond
- Model-free feature screening for ultrahigh-dimensional data
- Model-free feature screening via a modified composite quantile correlation
- Partial martingale difference correlation
- Projection correlation between two random vectors
- Quantile correlations and quantile autoregressive modeling
- Quantile function regression and variable selection for sparse models
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression forests
- Quantile regression in partially linear varying coefficient models
- Quantile regression.
- Regional quantile regression for multiple responses
- Robust model-free feature screening via quantile correlation
- Stability selection. With discussion and authors' reply
- Statistical dependence: beyond Pearson's
- Ultra-high dimensional single-index quantile regression
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
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