Variable selection in nonparametric classification via measurement error model selection likelihoods
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Cites work
- A decision-theoretic generalization of on-line learning and an application to boosting
- A direct approach to sparse discriminant analysis in ultra-high dimensions
- A direct estimation approach to sparse linear discriminant analysis
- Classification via kernel product estimators
- Covariance-regularized regression and classification for high dimensional problems
- High-dimensional classification using features annealed independence rules
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- Measurement Error in Nonlinear Models
- Measurement error. Models, methods and applications
- Median-based classifiers for high-dimensional data
- Nonparametric estimation of regression functions with both categorical and continuous data
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Sparse linear discriminant analysis by thresholding for high dimensional data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(21)- Nonparametric variable selection and classification: the CATCH algorithm
- Nonparametric independence screening via favored smoothing bandwidth
- Nearest neighbor estimates of regression
- Statistical inference on restricted linear regression models with partial distortion measurement errors
- Boosting in the presence of outliers: adaptive classification with nonconvex loss functions
- Univariate measurement error selection likelihood for variable selection of additive model
- Efficient kernel-based variable selection with sparsistency
- scientific article; zbMATH DE number 7123998 (Why is no real title available?)
- A General Framework of Nonparametric Feature Selection in High-Dimensional Data
- Variable selection for nonparametric quantile regression via measurement error model
- Variable Selection for Global Fréchet Regression
- Automatic structure recovery for generalized additive models
- High-dimensional local linear regression under sparsity and convex losses
- Logistic regression error-in-covariate models for longitudinal high-dimensional covariates
- A Unified Approach to Variable Selection for Partially Linear Models
- Can’t Ridge Regression Perform Variable Selection?
- A novel block-coordinate gradient descent algorithm for simultaneous grouped selection of fixed and random effects in joint modeling
- Uniform Bahadur representation of the backfitting estimator for additive quantile models and its applications
- A new approach to select linear and nonparametric predictors simultaneously for generalised partially linear models
- Semi-varying coefficient multinomial logistic regression for disease progression risk prediction
- Adaptive feature-weighted variable selection for Fréchet regression
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