Pages that link to "Item:Q4975349"

The following pages link to Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates (Q4975349):

Displaying 50 items.

• Variable selection for partially linear models via partial correlation (Q96600) (← links)
• Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Robust feature screening for varying coefficient models via quantile partial correlation (Q506573) (← links)
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
• Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← 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)
• Partition-based feature screening for categorical data via RKHS embeddings (Q830506) (← links)
• A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← 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)
• Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
• Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
• Ultrahigh dimensional feature screening via projection (Q1658358) (← links)
• Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
• On dual model-free variable selection with two groups of variables (Q1661367) (← 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)
• Robust conditional nonparametric independence screening for ultrahigh-dimensional data (Q1726739) (← 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)
• Model-free feature screening for ultrahigh-dimensional data conditional on some variables (Q1744707) (← links)
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
• Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
• Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← links)
• A note on quantile feature screening via distance correlation (Q2010823) (← links)
• The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
• Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
• From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas (Q2062763) (← 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)
• Non-marginal feature screening for varying coefficient competing risks model (Q2081764) (← links)
• Unified mean-variance feature screening for ultrahigh-dimensional regression (Q2095721) (← links)
• Interaction screening via canonical correlation (Q2095771) (← links)
• Asset selection based on high frequency Sharpe ratio (Q2116331) (← 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)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
• Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS (Q2179968) (← links)
• Joint model-free feature screening for ultra-high dimensional semi-competing risks data (Q2181545) (← links)
• Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis (Q2202032) (← links)
• Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
• Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
• Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)