Some notes on robust sure independence screening
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Recommendations
- Robust sure independence screening for ultrahigh dimensional non-normal data
- Robust rank correlation based screening
- Robust model-free feature screening via quantile correlation
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Robust feature screening for varying coefficient models via quantile partial correlation
Cites work
- Construction of supersaturated designs through partially aliased interactions
- Expected time bounds for selection
- High-breakdown robust multivariate methods
- Least angle regression. (With discussion)
- Regression with outlier shrinkage
- Robust and sparse bridge regression
- Robust Linear Model Selection Based on Least Angle Regression
- Robust Statistics
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
Cited in
(7)- Variable screening for high dimensional time series
- Robust sure independence screening for ultrahigh dimensional non-normal data
- A robust variable screening method for high-dimensional data
- Robust screening under ambiguity
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
- Robust rank correlation based screening
- Robust model-free feature screening via quantile correlation
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