A note of feature screening via a rank-based coefficient of correlation
From MaRDI portal
Publication:6594162
Cites work
- scientific article; zbMATH DE number 6734253 (Why is no real title available?)
- A new coefficient of correlation
- Concordance Measure-based Feature Screening and Variable Selection
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Copula-based Partial Correlation Screening: a Joint and Robust Approach
- Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
- Feature screening via distance correlation learning
- Model-free feature screening for ultrahigh dimensional classification
- Multiclass analysis and prediction with network structured covariates
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On the power of Chatterjee’s rank correlation
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Robust rank correlation based screening
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Elements of Statistical Learning
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- Weak convergence and empirical processes. With applications to statistics
Cited in
(2)
This page was built for publication: A note of feature screening via a rank-based coefficient of correlation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6594162)