Pages that link to "Item:Q282446"

The following pages link to Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446):

Displaying 23 items.

• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
• Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
• Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
• Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
• A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean (Q2131251) (← links)
• A general framework for tensor screening through smoothing (Q2136613) (← links)
• Independence index sufficient variable screening for categorical responses (Q2157537) (← links)
• Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
• Variable importance assessments and backward variable selection for multi-sample problems (Q2237823) (← links)
• Sufficient variable selection using independence measures for continuous response (Q2274957) (← links)
• Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
• Copula-based Partial Correlation Screening: a Joint and Robust Approach (Q4986377) (← links)
• A model-free conditional screening approach via sufficient dimension reduction (Q4988818) (← links)
• (Q5004054) (← links)
• On Sure Screening with Multiple Responses (Q5037785) (← links)
• A nonparametric procedure for linear and nonlinear variable screening (Q5051330) (← links)
• Ultrahigh dimensional feature screening for additive model with multivariate response (Q5107740) (← links)
• Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random (Q6069862) (← links)
• Empirical likelihood ratio tests for non-nested model selection based on predictive losses (Q6201860) (← links)
• Covariate selection under nonignorable nonresponse (Q6592372) (← links)