The following pages link to (Q2880959):
Displaying 50 items.
- Model-free sure screening via maximum correlation (Q276978) (← links)
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
- Robust rank screening for ultrahigh dimensional discriminant analysis (Q518270) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
- Conditional distance correlation screening for sparse ultrahigh-dimensional models (Q821654) (← links)
- Censored mean variance sure independence screening for ultrahigh dimensional survival data (Q830110) (← links)
- A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data (Q830734) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Robust model-free feature screening via quantile correlation (Q900833) (← links)
- On selecting interacting features from high-dimensional data (Q1621350) (← links)
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data (Q1642144) (← links)
- Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review (Q1650703) (← links)
- Correlation rank screening for ultrahigh-dimensional survival data (Q1658466) (← links)
- Model free feature screening for ultrahigh dimensional data with responses missing at random (Q1658537) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← 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)
- Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)
- Model-free feature screening for ultrahigh dimensional censored regression (Q1703810) (← links)
- Portal nodes screening for large scale social networks (Q1740287) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- Model-free feature screening for ultrahigh-dimensional data conditional on some variables (Q1744707) (← links)
- Hypothesis testing sure independence screening for nonparametric regression (Q1746539) (← links)
- Towards scalable fuzzy-rough feature selection (Q1750063) (← links)
- Nonparametric independence feature screening for ultrahigh-dimensional survival data (Q1785798) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data (Q1952454) (← links)
- Model-free feature screening for high-dimensional survival data (Q1989891) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- A note on quantile feature screening via distance correlation (Q2010823) (← links)
- Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error (Q2032190) (← links)
- An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model (Q2032191) (← links)
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
- Sure independence screening in the presence of missing data (Q2066525) (← links)
- Conditional screening for ultrahigh-dimensional survival data in case-cohort studies (Q2074082) (← links)
- Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation (Q2079620) (← links)
- A sequential feature selection procedure for high-dimensional Cox proportional hazards model (Q2087405) (← links)
- Unified mean-variance feature screening for ultrahigh-dimensional regression (Q2095721) (← links)
- A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data (Q2111067) (← links)
- Asset selection based on high frequency Sharpe ratio (Q2116331) (← links)
- A general framework for tensor screening through smoothing (Q2136613) (← links)
- The backbone method for ultra-high dimensional sparse machine learning (Q2163249) (← links)
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data (Q2181545) (← links)
- Feature screening under missing indicator imputation with non-ignorable missing response (Q2189600) (← links)
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization (Q2203408) (← links)
- Feature filter for estimating central mean subspace and its sparse solution (Q2242163) (← links)
- Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data (Q2313277) (← links)
