Semi-Distance Correlation and Its Applications
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Publication:6651397
DOI10.1080/01621459.2023.2284988MaRDI QIDQ6651397FDOQ6651397
Authors: Wei Zhong, Zhuoxi Li, WenWen Guo, Hengjian Cui
Publication date: 10 December 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Cites Work
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- Feature screening via distance correlation learning
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- A Non-Parametric Test of Independence
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Nonparametric independence testing via mutual information
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Martingale difference correlation and its use in high-dimensional variable screening
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Grouped variable screening for ultra-high dimensional data for linear model
- A generic sure independence screening procedure
- Partition-based ultrahigh-dimensional variable screening
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- Applications of distance correlation to time series
- A distribution-free test of independence based on mean variance index
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