Pages that link to "Item:Q140975"

The following pages link to Sure independence screening in generalized linear models with NP-dimensionality (Q140975):

Displaying 50 items.

• Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)
• Model-free feature screening for ultrahigh dimensional censored regression (Q1703810) (← links)
• Consistency of logistic classifier in abstract Hilbert spaces (Q1711588) (← links)
• Robust conditional nonparametric independence screening for ultrahigh-dimensional data (Q1726739) (← 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)
• 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)
• Detecting rare and faint signals via thresholding maximum likelihood estimators (Q1750291) (← 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)
• Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← links)
• Maximum likelihood estimation in logistic regression models with a diverging number of covariates (Q1950882) (← links)
• Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data (Q1952454) (← links)
• Model-free feature screening for high-dimensional survival data (Q1989891) (← links)
• Measuring and testing for interval quantile dependence (Q1991673) (← links)
• Fused variable screening for massive imbalanced data (Q2008001) (← links)
• Feature screening for ultrahigh dimensional categorical data with covariates missing at random (Q2008118) (← links)
• A nonparametric feature screening method for ultrahigh-dimensional missing response (Q2008122) (← links)
• A note on quantile feature screening via distance correlation (Q2010823) (← links)
• A distribution-based Lasso for a general single-index model (Q2018911) (← links)
• Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error (Q2032190) (← links)
• An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model (Q2032191) (← links)
• Gini correlation for feature screening (Q2046243) (← links)
• The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
• Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
• Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random (Q2065267) (← links)
• Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
• Conditional screening for ultrahigh-dimensional survival data in case-cohort studies (Q2074082) (← links)
• Interaction screening via canonical correlation (Q2095771) (← links)
• High-dimensional variable screening through kernel-based conditional mean dependence (Q2112254) (← links)
• Asset selection based on high frequency Sharpe ratio (Q2116331) (← links)
• Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism (Q2121452) (← links)
• Interaction identification and clique screening for classification with ultra-high dimensional discrete features (Q2129307) (← links)
• A general framework for tensor screening through smoothing (Q2136613) (← links)
• On sufficient variable screening using log odds ratio filter (Q2136614) (← links)
• Variable screening for varying coefficient models with ultrahigh-dimensional survival data (Q2143009) (← links)
• Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data (Q2143024) (← links)
• Independence index sufficient variable screening for categorical responses (Q2157537) (← links)
• The backbone method for ultra-high dimensional sparse machine learning (Q2163249) (← links)
• Model-free feature screening for ultrahigh dimensional classification (Q2181726) (← links)
• Feature screening under missing indicator imputation with non-ignorable missing response (Q2189600) (← links)
• A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification (Q2196123) (← links)
• Uniform joint screening for ultra-high dimensional graphical models (Q2196128) (← links)
• Sequential feature screening for generalized linear models with sparse ultra-high dimensional data (Q2200110) (← links)