Conditional distance correlation screening for sparse ultrahigh-dimensional models
From MaRDI portal
Publication:821654
DOI10.1016/J.APM.2019.12.024zbMath1481.62036OpenAlexW2996425452WikidataQ126534423 ScholiaQ126534423MaRDI QIDQ821654
Fengli Song, Yurong Chen, Peng Lai
Publication date: 21 September 2021
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2019.12.024
sure screening propertyfeature screeninggeneral varying-coefficient modelsultrahigh-dimensional data analysis
Numerical computation using splines (65D07) General nonlinear regression (62J02) Statistical ranking and selection procedures (62F07)
Related Items (2)
Partial correlation screening for varying coefficient models ⋮ The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Measuring and testing dependence by correlation of distances
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Robust rank screening for ultrahigh dimensional discriminant analysis
- Statistical estimation in varying coefficient models
- Model free feature screening with dependent variable in ultrahigh dimensional binary classification
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Forward Regression for Ultra-High Dimensional Variable Screening
- Approximation Theorems of Mathematical Statistics
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
- Conditional Distance Correlation
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- Varying Coefficient Regression Models: A Review and New Developments
This page was built for publication: Conditional distance correlation screening for sparse ultrahigh-dimensional models