Pages that link to "Item:Q1952454"

The following pages link to Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data (Q1952454):

Displaying 50 items.

• Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
• An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
• Robust feature screening for varying coefficient models via quantile partial correlation (Q506573) (← links)
• Robust rank screening for ultrahigh dimensional discriminant analysis (Q518270) (← links)
• Bayesian regularized quantile structural equation models (Q730442) (← links)
• Censored mean variance sure independence screening for ultrahigh dimensional survival data (Q830110) (← links)
• Partition-based feature screening for categorical data via RKHS embeddings (Q830506) (← links)
• Model-free variable selection for conditional mean in regression (Q830544) (← links)
• A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data (Q830734) (← links)
• A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
• Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
• Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
• Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review (Q1650703) (← links)
• Ultrahigh dimensional feature screening via projection (Q1658358) (← links)
• Principal components adjusted variable screening (Q1658427) (← links)
• Adaptive conditional feature screening (Q1660163) (← links)
• A new nonparametric screening method for ultrahigh-dimensional survival data (Q1662088) (← links)
• Robust feature screening for ultra-high dimensional right censored data via distance correlation (Q1662094) (← links)
• Fused mean-variance filter for feature screening (Q1662311) (← links)
• Adjusted Pearson chi-square feature screening for multi-classification with ultrahigh dimensional data (Q1683647) (← links)
• Model-free feature screening for ultrahigh dimensional censored regression (Q1703810) (← links)
• Covariance-insured screening (Q1727857) (← links)
• Feature screening in ultrahigh-dimensional partially linear models with missing responses at random (Q1727907) (← links)
• Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
• Hypothesis testing sure independence screening for nonparametric regression (Q1746539) (← links)
• Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
• Nonparametric independence feature screening for ultrahigh-dimensional survival data (Q1785798) (← links)
• Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
• Model-free feature screening for high-dimensional survival data (Q1989891) (← links)
• Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation (Q1989916) (← links)
• Measuring and testing for interval quantile dependence (Q1991673) (← links)
• Model-free feature screening for ultra-high dimensional competing risks data (Q2006765) (← links)
• Fused variable screening for massive imbalanced data (Q2008001) (← links)
• A nonparametric feature screening method for ultrahigh-dimensional missing response (Q2008122) (← links)
• A note on quantile feature screening via distance correlation (Q2010823) (← links)
• An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model (Q2032191) (← links)
• Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
• Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
• Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
• Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random (Q2065267) (← links)
• Conditional screening for ultrahigh-dimensional survival data in case-cohort studies (Q2074082) (← links)
• Unified mean-variance feature screening for ultrahigh-dimensional regression (Q2095721) (← links)
• Asset selection based on high frequency Sharpe ratio (Q2116331) (← links)
• Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism (Q2121452) (← links)
• A general framework for tensor screening through smoothing (Q2136613) (← links)
• On sufficient variable screening using log odds ratio filter (Q2136614) (← links)
• Variable screening for varying coefficient models with ultrahigh-dimensional survival data (Q2143009) (← links)
• Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data (Q2143024) (← links)