Pages that link to "Item:Q4632602"

The following pages link to Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602):

Displaying 50 items.

• Adaptive conditional feature screening (Q1660163) (← links)
• Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
• High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← 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)
• Sparse pathway-based prediction models for high-throughput molecular data (Q1663097) (← links)
• On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters (Q1679561) (← links)
• Adjusted Pearson chi-square feature screening for multi-classification with ultrahigh dimensional data (Q1683647) (← links)
• Conditional screening for ultra-high dimensional covariates with survival outcomes (Q1698942) (← links)
• Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)
• Model-free feature screening for ultrahigh dimensional censored regression (Q1703810) (← links)
• Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (Q1704015) (← links)
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
• Optimal directional statistic for general regression (Q1726733) (← links)
• Robust conditional nonparametric independence screening for ultrahigh-dimensional data (Q1726739) (← links)
• A simple model-free survival conditional feature screening (Q1726861) (← links)
• Model selection using mass-nonlocal prior (Q1726889) (← 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)
• Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (Q1731372) (← links)
• Feature elimination in kernel machines in moderately high dimensions (Q1731769) (← links)
• An RKHS model for variable selection in functional linear regression (Q1733266) (← links)
• Determination of vector error correction models in high dimensions (Q1739869) (← links)
• Portal nodes screening for large scale social networks (Q1740287) (← links)
• Stable feature screening for ultrahigh dimensional data (Q1740310) (← links)
• Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
• Model-free feature screening for ultrahigh-dimensional data conditional on some variables (Q1744707) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Hypothesis testing sure independence screening for nonparametric regression (Q1746539) (← links)
• Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
• Principles of experimental design for big data analysis (Q1750251) (← links)
• On consistency and sparsity for sliced inverse regression in high dimensions (Q1750280) (← links)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
• A retail store SKU promotions optimization model for category multi-period profit maximization (Q1753486) (← links)
• Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
• Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates (Q1757685) (← links)
• Nonparametric independence feature screening for ultrahigh-dimensional survival data (Q1785798) (← links)
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
• An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
• Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
• Factor-adjusted multiple testing of correlations (Q1796926) (← links)
• Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← links)
• Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data (Q1800123) (← links)
• Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
• An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors (Q1927082) (← links)
• Model-free feature screening for high-dimensional survival data (Q1989891) (← links)