Robust group variable screening based on maximum Lq-likelihood estimation
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Cites work
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Feature screening via distance correlation learning
- Grouped variable screening for ultra-high dimensional data for linear model
- High dimensional ordinary least squares projection for screening variables
- Maximum Lq-Likelihood Estimation via the Expectation-Maximization Algorithm: A Robust Estimation of Mixture Models
- Maximum L\(q\)-likelihood estimation
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On testing the significance of sets of genes
- Partition-based ultrahigh-dimensional variable screening
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Robust model-free feature screening via quantile correlation
- Robust rank correlation based screening
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Variable selection in nonparametric additive models
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