Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss
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Publication:6573288
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Cites work
- A new approach for credit scoring by directly maximizing the Kolmogorov-Smirnov statistic
- A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
- Convexity, Classification, and Risk Bounds
- Good practice in retail credit scorecard assessment
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Regression analysis under link violation
- Sliced Inverse Regression for Dimension Reduction
- Smoothed rank correlation of the linear transformation regression model
- The Adaptive Lasso and Its Oracle Properties
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- The effect of link misspecification on binary regression inference
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection of generalized regression models based on maximum rank correlation
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