Covariate selection under nonignorable nonresponse

DOI10.3969/J.ISSN.1001-4268.2024.02.005MaRDI QIDQ6592372zbMATH OpenFDO

Authors Jun Shao, Lei Wang

Publication date 26 August 2024

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2024.02.005

zbMATH Keywords

created responseshigh dimensionalitymissing not at randompropensitysemi-parametric method

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• An instrumental variable approach for identification and estimation with nonignorable nonresponse
• Conditional quantile screening in ultrahigh-dimensional heterogeneous data
• Feature screening via distance correlation learning
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Instrument search in pseudo-likelihood approach for nonignorable nonresponse
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
• Model-free feature screening for ultrahigh dimensional discriminant analysis
• Model-free feature screening for ultrahigh-dimensional data
• Nearly unbiased variable selection under minimax concave penalty
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Propensity model selection with nonignorable nonresponse and instrument variable
• Regularized quantile regression and robust feature screening for single index models
• Semiparametric dimension reduction estimation for mean response with missing data
• Semiparametric inverse propensity weighting for nonignorable missing data
• Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Sure independence screening in generalized linear models with NP-dimensionality
• The Adaptive Lasso and Its Oracle Properties
• The fused Kolmogorov filter: a nonparametric model-free screening method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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