Quantile Correlation-based Variable Selection
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 788275 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Direct Approach to False Discovery Rates
- A Note on High-Dimensional Linear Regression With Interactions
- Category-adaptive variable screening for ultra-high dimensional heterogeneous categorical data
- Common risk factors in the returns on stocks and bonds
- Correlation pursuit: forward stepwise variable selection for index models
- Correlation and Large-Scale Simultaneous Significance Testing
- Estimation of the false discovery proportion with unknown dependence
- False discovery rate control for high dimensional networks of quantile associations conditioning on covariates
- Fused estimators of the central subspace in sufficient dimension reduction
- Large-Scale Simultaneous Hypothesis Testing
- Large-scale multiple testing under dependence
- Model Selection and Estimation in Regression with Grouped Variables
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Model-free feature screening for ultrahigh-dimensional data
- Model-free forward screening via cumulative divergence
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Robust rank correlation based screening
- Sliced Inverse Regression for Dimension Reduction
- Sure independence screening in generalized linear models with NP-dimensionality
- Testing a single regression coefficient in high dimensional linear models
- The Adaptive Lasso and Its Oracle Properties
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- The control of the false discovery rate in multiple testing under dependency.
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for general index models via sliced inverse regression
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