Pages that link to "Item:Q693749"

The following pages link to Robust rank correlation based screening (Q693749):

Displaying 50 items.

• Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation (Q1989916) (← links)
• Measuring and testing for interval quantile dependence (Q1991673) (← links)
• Fused variable screening for massive imbalanced data (Q2008001) (← links)
• A nonparametric feature screening method for ultrahigh-dimensional missing response (Q2008122) (← links)
• A note on quantile feature screening via distance correlation (Q2010823) (← links)
• Gini correlation for feature screening (Q2046243) (← 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)
• Stable correlation and robust feature screening (Q2070420) (← links)
• Conditional screening for ultrahigh-dimensional survival data in case-cohort studies (Q2074082) (← links)
• Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation (Q2079620) (← links)
• Unified mean-variance feature screening for ultrahigh-dimensional regression (Q2095721) (← links)
• A simplified algorithm for identifying abnormal changes in dynamic networks (Q2096795) (← links)
• Revisiting feature selection for linear models with FDR and power guarantees (Q2111958) (← links)
• Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism (Q2121452) (← links)
• On sufficient variable screening using log odds ratio filter (Q2136614) (← links)
• Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
• Independence index sufficient variable screening for categorical responses (Q2157537) (← links)
• Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
• Feature screening under missing indicator imputation with non-ignorable missing response (Q2189600) (← links)
• Uniform joint screening for ultra-high dimensional graphical models (Q2196128) (← links)
• Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization (Q2203408) (← links)
• Dynamic tilted current correlation for high dimensional variable screening (Q2222224) (← links)
• A sequential approach to feature selection in high-dimensional additive models (Q2242862) (← links)
• Robust feature screening for elliptical copula regression model (Q2274965) (← links)
• Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
• Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data (Q2313277) (← links)
• Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← links)
• Robust sufficient dimension reduction via ball covariance (Q2337328) (← links)
• Variable selection for covariate adjusted regression model (Q2341591) (← links)
• Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
• Sure screening by ranking the canonical correlations (Q2398078) (← links)
• Model-free feature screening via a modified composite quantile correlation (Q2407077) (← links)
• A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis (Q2416778) (← links)
• Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
• The fused Kolmogorov filter: a nonparametric model-free screening method (Q2515487) (← links)
• Fast stepwise regression based on multidimensional indexes (Q2666779) (← links)
• Tests for high-dimensional single-index models (Q2681748) (← links)
• Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models (Q2792277) (← links)
• Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification (Q2832014) (← links)
• Large-Scale Correlation Screening (Q3225816) (← links)
• Robust feature screening for multi-response trans-elliptical regression model with ultrahigh-dimensional covariates (Q3387069) (← links)
• A fast adaptive Lasso for the cox regression via safe screening rules (Q3389652) (← links)
• Grouped feature screening for ultra-high dimensional data for the classification model (Q3390600) (← links)
• Score test variable screening (Q3465363) (← links)
• Cluster feature selection in high-dimensional linear models (Q4603581) (← links)
• Greedy forward regression for variable screening (Q4639813) (← links)
• (Q4969060) (← links)
• Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates (Q4975349) (← links)
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models (Q4975577) (← links)