Regularized quantile regression and robust feature screening for single index models
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Cited in
(30)- Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model
- Adjusted feature screening for ultra-high dimensional missing response
- Robust direction estimation in single-index models via cumulative divergence
- A scalable surrogate L₀ sparse regression method for generalized linear models with applications to large scale data
- Robust estimation for a general functional single index model via quantile regression
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables
- Robust error density estimation in ultrahigh dimensional sparse linear model
- Ultrahigh dimensional single index model estimation via refitted cross-validation
- A note on quantile feature screening via distance correlation
- Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism
- Air-HOLP: adaptive regularized feature screening for high dimensional correlated data
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Broken adaptive ridge regression and its asymptotic properties
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
- Covariate selection under nonignorable nonresponse
- Coordinatewise Gaussianization: Theories and Applications
- scientific article; zbMATH DE number 7306908 (Why is no real title available?)
- Robust semiparametric gene-environment interaction analysis using sparse boosting
- Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random
- Model-free feature screening for ultrahigh dimensional data with responses missing not at random
- Feature screening for ultra-high-dimensional data via multiscale graph correlation
- Semiparametric estimation and variable selection for sparse single index models in increasing dimension
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data
- Stable correlation and robust feature screening
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
- Extreme Quantile Estimation Based on the Tail Single-index Model
- Variational inference for varying-coefficient model
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
- scientific article; zbMATH DE number 7306923 (Why is no real title available?)
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation
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