Pages that link to "Item:Q3224212"

The following pages link to Factor profiled sure independence screening (Q3224212):

Displaying 30 items.

• Factor-Adjusted Regularized Model Selection (Q150847) (← links)
• Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
• A high dimensional two-sample test under a low dimensional factor structure (Q495362) (← links)
• Robust rank correlation based screening (Q693749) (← links)
• Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
• Principal components adjusted variable screening (Q1658427) (← links)
• Adaptive conditional feature screening (Q1660163) (← links)
• Robust determination for the number of common factors in the approximate factor models (Q1668287) (← links)
• Hypothesis testing sure independence screening for nonparametric regression (Q1746539) (← links)
• Factor-adjusted multiple testing of correlations (Q1796926) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Gini correlation for feature screening (Q2046243) (← links)
• A high-dimensional test for multivariate analysis of variance under a low-dimensional factor structure (Q2100126) (← links)
• A high-dimensional test on linear hypothesis of means under a low-dimensional factor model (Q2142461) (← links)
• Robust estimation of the number of factors for the pair-elliptical factor models (Q2155030) (← links)
• Dimensionality determination: a thresholding double ridge ratio approach (Q2178157) (← links)
• Dynamic tilted current correlation for high dimensional variable screening (Q2222224) (← links)
• A Behrens-Fisher problem for general factor models in high dimensions (Q2692937) (← links)
• A model-free conditional screening approach via sufficient dimension reduction (Q4988818) (← links)
• <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
• A multi-step procedure to determine the number of factors in large approximate factor models (Q5078883) (← links)
• Model-Free Feature Screening and FDR Control With Knockoff Features (Q5881096) (← links)
• Estimating Number of Factors by Adjusted Eigenvalues Thresholding (Q5885109) (← links)
• Data‐driven Q‐matrix learning based on Boolean matrix factorization in cognitive diagnostic assessment (Q6127023) (← links)
• High-dimensional variable screening under multicollinearity (Q6541558) (← links)
• Feature Screening for Massive Data Analysis by Subsampling (Q6621001) (← links)
• A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection (Q6634849) (← links)
• Equality tests of covariance matrices under a low-dimensional factor structure (Q6667486) (← links)