Pages that link to "Item:Q140975"
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The following pages link to Sure independence screening in generalized linear models with NP-dimensionality (Q140975):
Displaying 50 items.
- Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables (Q4960547) (← links)
- (Q4969222) (← links)
- Weighted linear programming discriminant analysis for high‐dimensional binary classification (Q4970346) (← links)
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates (Q4975349) (← links)
- The Sparse MLE for Ultrahigh-Dimensional Feature Screening (Q4975575) (← links)
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models (Q4975577) (← links)
- Interaction Screening for Ultrahigh-Dimensional Data (Q4975578) (← links)
- Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening (Q4975579) (← links)
- Copula-based Partial Correlation Screening: a Joint and Robust Approach (Q4986377) (← links)
- A model-free conditional screening approach via sufficient dimension reduction (Q4988818) (← links)
- (Q4998957) (← links)
- (Q5004054) (← links)
- Sure independence screening for real medical Poisson data (Q5036508) (← links)
- Robust feature screening for high-dimensional survival data (Q5036548) (← links)
- A sure independence screening procedure for ultra-high dimensional partially linear additive models (Q5036612) (← links)
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data (Q5036832) (← links)
- On Sure Screening with Multiple Responses (Q5037785) (← links)
- Consistent Screening Procedures in High-dimensional Binary Classification (Q5037818) (← links)
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data (Q5037835) (← links)
- Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index (Q5040534) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data (Q5041348) (← links)
- Nonparametric independence feature screening for ultrahigh-dimensional missing data (Q5042161) (← links)
- Variance ratio screening for ultrahigh dimensional discriminant analysis (Q5075472) (← links)
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates (Q5079906) (← links)
- In defense of LASSO (Q5081041) (← links)
- Group feature screening via the F statistic (Q5082942) (← links)
- Instrumental variable based variable selection for generalized linear models with endogenous covariates (Q5085981) (← links)
- A model-free feature screening approach based on kernel density estimation (Q5106938) (← links)
- Fast Bayesian variable screenings for binary response regressions with small sample size (Q5106969) (← links)
- Variable screening for ultrahigh dimensional censored quantile regression (Q5107331) (← links)
- Ultrahigh dimensional feature screening for additive model with multivariate response (Q5107740) (← links)
- Robust feature screening procedures for single and mixed types of data (Q5107769) (← links)
- Model-Free Forward Screening Via Cumulative Divergence (Q5120676) (← links)
- Independent screening in high-dimensional exponential family predictors’ space (Q5130151) (← links)
- Category-Adaptive Variable Screening for Ultra-High Dimensional Heterogeneous Categorical Data (Q5130620) (← links)
- A Simple Two-Sample Test in High Dimensions Based on <i>L</i><sup>2</sup>-Norm (Q5130640) (← links)
- Ranking-Based Variable Selection for high-dimensional data (Q5134486) (← links)
- Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models (Q5138024) (← links)
- Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure (Q5138041) (← links)
- A robust variable screening method for high-dimensional data (Q5138670) (← links)
- Targeted Random Projection for Prediction From High-Dimensional Features (Q5146048) (← links)
- Learning Moral Graphs in Construction of High-Dimensional Bayesian Networks for Mixed Data (Q5154171) (← links)
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
- Feature Screening for Network Autoregression Model (Q5155186) (← links)
- (Q5159419) (← links)
- Ultrahigh dimensional time course feature selection (Q5170203) (← links)
- Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening (Q5208077) (← links)
- An iterative approach to distance correlation-based sure independence screening (Q5220866) (← links)
- A Generic Sure Independence Screening Procedure (Q5231519) (← links)