Test and Measure for Partial Mean Dependence Based on Machine Learning Methods
From MaRDI portal
Cites work
- A General Framework for Inference on Algorithm-Agnostic Variable Importance
- A copula-based non-parametric measure of regression dependence
- A simple measure of conditional dependence
- Adaptive Lasso for sparse high-dimensional regression models
- An updated review of goodness-of-fit tests for regression models
- Assumption-lean inference for generalised linear model parameters
- Averaging p-values under exchangeability
- Boosting With theL2Loss
- Boosting for high-dimensional linear models
- Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures
- Combining p-values via averaging
- Conditional Distance Correlation
- Conditional mean and quantile dependence testing in high dimension
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Dimension reduction for conditional mean in regression
- Dimension reduction-based significance testing in nonparametric regression
- Distribution-free predictive inference for regression
- Double/debiased machine learning for treatment and structural parameters
- Estimation and inference of treatment effects with L₂-boosting in high-dimensional settings
- Exact tests via multiple data splitting
- Feature screening via distance correlation learning
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
- Martingale difference correlation and its use in high-dimensional variable screening
- Model checking for parametric single-index models: a dimension reduction model-adaptive approach
- Nonparametric regression using deep neural networks with ReLU activation function
- Nonparametric variable importance assessment using machine learning techniques
- On deep learning as a remedy for the curse of dimensionality in nonparametric regression
- On the rate of convergence of fully connected deep neural network regression estimates
- Partial distance correlation with methods for dissimilarities
- Partial martingale difference correlation
- Power enhancement in high-dimensional cross-sectional tests
- Significance testing in nonparametric regression based on the bootstrap.
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
- Testing Against a High Dimensional Alternative
- Testing for Covariate Effects in the Fully Nonparametric Analysis of Covariance Model
- Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
- Tests for high dimensional generalized linear models
- Tests for high-dimensional regression coefficients with factorial designs
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- The Holdout Randomization Test for Feature Selection in Black Box Models
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
- \(p\)-values for high-dimensional regression
Cited in
(3)
This page was built for publication: Test and Measure for Partial Mean Dependence Based on Machine Learning Methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6970811)
