Pages that link to "Item:Q3095174"
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The following pages link to Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models (Q3095174):
Displaying 50 items.
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Model-free sure screening via maximum correlation (Q276978) (← links)
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
- Asymptotic normality of DHD estimators in a partially linear model (Q345349) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
- Impacts of high dimensionality in finite samples (Q385798) (← links)
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
- Component selection in additive quantile regression models (Q397238) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- Independent feature screening for ultrahigh-dimensional models with interactions (Q488604) (← links)
- A flexible semiparametric forecasting model for time series (Q494408) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
- Additive model selection (Q513754) (← links)
- Robust rank screening for ultrahigh dimensional discriminant analysis (Q518270) (← links)
- Sure feature screening for high-dimensional dichotomous classification (Q525910) (← links)
- Robust rank correlation based screening (Q693749) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← links)
- Censored mean variance sure independence screening for ultrahigh dimensional survival data (Q830110) (← 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)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- Robust model-free feature screening via quantile correlation (Q900833) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- Nonparametric feature screening (Q1615096) (← links)
- Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
- Censored cumulative residual independent screening for ultrahigh-dimensional survival data (Q1642144) (← links)
- Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
- Nearest neighbor estimates of regression (Q1658417) (← links)
- Principal components adjusted variable screening (Q1658427) (← 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)
- Adaptive conditional feature screening (Q1660163) (← links)
- A new nonparametric screening method for ultrahigh-dimensional survival data (Q1662088) (← links)
- Fused mean-variance filter for feature screening (Q1662311) (← links)
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors (Q1722055) (← links)
- Robust conditional nonparametric independence screening for ultrahigh-dimensional data (Q1726739) (← links)
- Covariance-insured screening (Q1727857) (← links)
- Feature screening in ultrahigh-dimensional partially linear models with missing responses at random (Q1727907) (← links)