Ultrahigh dimensional time course feature selection
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Cites work
- Asymptotic results with generalized estimating equations for longitudinal data
- Asymptotics for generalized estimating equations with large cluster sizes
- Feature screening via distance correlation learning
- GEE analysis of clustered binary data with diverging number of covariates
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Longitudinal data analysis using generalized linear models
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric feature screening
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Penalized Estimating Equations
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
- Sure independence screening in generalized linear models with NP-dimensionality
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(13)- Generalized estimating equations by considering additive terms for analyzing time-course gene sets data
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Feature screening in ultrahigh-dimensional partially linear models with missing responses at random
- Variable screening for high dimensional time series
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- Principal trend analysis for time-course data with applications in genomic medicine
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Robust model averaging prediction of longitudinal response with ultrahigh-dimensional covariates
- Conditional variable screening for ultra-high dimensional longitudinal data with time interactions
- Robust \(\ell_{2,0}\)-penalized rank regression for high-dimensional group selection
- Quantile adaptive feature screening for ultra-high dimensional longitudinal heterogeneous data
- A selective overview of feature screening for ultrahigh-dimensional data
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