Pages that link to "Item:Q693749"

The following pages link to Robust rank correlation based screening (Q693749):

Displaying 50 items.

• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Screening-based Bregman divergence estimation with NP-dimensionality (Q309558) (← links)
• Group-wise semiparametric modeling: a SCSE approach (Q321904) (← links)
• Rank-based score tests for high-dimensional regression coefficients (Q364206) (← links)
• Variable selection for single-index varying-coefficient model (Q372228) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• Robust sure independence screening for ultrahigh dimensional non-normal data (Q477878) (← links)
• Independent feature screening for ultrahigh-dimensional models with interactions (Q488604) (← 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)
• 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)
• The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← 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)
• A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
• Robust model-free feature screening via quantile correlation (Q900833) (← links)
• Nonparametric feature screening (Q1615096) (← 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)
• Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
• Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review (Q1650703) (← links)
• Ultrahigh dimensional feature screening via projection (Q1658358) (← 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)
• Robust feature screening for ultra-high dimensional right censored data via distance correlation (Q1662094) (← 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)
• Model-free feature screening for ultrahigh dimensional censored regression (Q1703810) (← 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)
• Regression adjustment for treatment effect with multicollinearity in high dimensions (Q1727920) (← links)
• Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
• Stable feature screening for ultrahigh dimensional data (Q1740310) (← links)
• Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
• Nonparametric independence feature screening for ultrahigh-dimensional survival data (Q1785798) (← 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 dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
• Model-free feature screening for high-dimensional survival data (Q1989891) (← links)
• Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation (Q1989916) (← links)