Sure independent screening for functional regression model
From MaRDI portal
Cites work
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
- Grouped variable screening for ultra-high dimensional data for linear model
- High dimensional ordinary least squares projection for screening variables
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference of genetic networks from time course expression data using functional regression with lasso penalty
- Model Selection and Estimation in Regression with Grouped Variables
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Portmanteau Test of Independence for Functional Observations
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust group-Lasso for functional regression model
- Robust principal component functional logistic regression
- Robust sparse functional regression model
- Shrinkage estimation and selection for multiple functional regression
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Variable selection for functional regression models via the \(L_1\) regularization
- Variable selection in generalized functional linear models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Sure independent screening for functional regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6893065)