Robust conditional nonparametric independence screening for ultrahigh-dimensional data
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Recommendations
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Cites work
- A selective overview of feature screening for ultrahigh-dimensional data
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening via favored smoothing bandwidth
- Robust rank correlation based screening
- Sure independence screening adjusted for confounding covariates with ultrahigh dimensional data
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(18)- Nonparametric independence screening via favored smoothing bandwidth
- Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics
- Model-free conditional independence feature screening for ultrahigh dimensional data
- Hypothesis testing sure independence screening for nonparametric regression
- Adaptive model-free sure independence screening
- High-dimensional variable screening through kernel-based conditional mean dependence
- Uniform joint screening for ultra-high dimensional graphical models
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Robust sure independence screening for ultrahigh dimensional non-normal data
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- A model-free conditional screening approach via sufficient dimension reduction
- Independent screening in high-dimensional exponential family predictors’ space
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
- Identification of genetic factors associated with corpus callosum morphology: conditional strong independence screening for non-Euclidean responses
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