Pages that link to "Item:Q693749"

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

Displaying 50 items.

• 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)
• Modified martingale difference correlations (Q5012350) (← 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)
• Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data (Q5036899) (← links)
• On Sure Screening with Multiple Responses (Q5037785) (← links)
• Consistent Screening Procedures in High-dimensional Binary Classification (Q5037818) (← links)
• Model-free feature screening for ultrahigh dimensional data via a Pearson chi-square based index (Q5040534) (← 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)
• Least-Square Approximation for a Distributed System (Q5066485) (← links)
• Variance estimation for sparse ultra-high dimensional varying coefficient models (Q5078417) (← links)
• Conditional distance correlation sure independence screening for ultra-high dimensional survival data (Q5078498) (← links)
• Group feature screening via the F statistic (Q5082942) (← links)
• A model-free feature screening approach based on kernel density estimation (Q5106938) (← links)
• Variable screening for ultrahigh dimensional censored quantile regression (Q5107331) (← links)
• Robust model-free feature screening for ultrahigh dimensional surrogate data (Q5107725) (← 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)
• A consistent variable screening procedure with family-wise error control (Q5107774) (← links)
• Model-Free Forward Screening Via Cumulative Divergence (Q5120676) (← 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>²-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)
• A robust variable screening method for high-dimensional data (Q5138670) (← links)
• Feature Screening for Network Autoregression Model (Q5155186) (← links)
• Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening (Q5208077) (← links)
• Model-free slice screening for ultrahigh-dimensional survival data (Q5861483) (← links)
• Statistical inference for nonignorable missing-data problems: a selective review (Q5879962) (← links)
• Variable screening in multivariate linear regression with high-dimensional covariates (Q5880134) (← links)
• Sequential profile Lasso for ultra-high-dimensional partially linear models (Q5880183) (← links)
• Robust sure independence screening for nonpolynomial dimensional generalized linear models (Q6049792) (← links)
• Sure joint feature screening in nonparametric transformation model for right censored data (Q6059517) (← links)
• SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection (Q6066203) (← links)
• BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data (Q6069479) (← links)
• Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random (Q6069862) (← links)
• (Q6073212) (← links)
• Threshold Selection in Feature Screening for Error Rate Control (Q6077570) (← links)
• Screening Methods for Linear Errors-in-Variables Models in High Dimensions (Q6079786) (← links)
• A General Framework of Nonparametric Feature Selection in High-Dimensional Data (Q6079788) (← links)
• Unified model-free interaction screening via CV-entropy filter (Q6111655) (← links)
• Forward selection for feature screening and structure identification in varying coefficient models (Q6133729) (← links)
• Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach (Q6146173) (← links)
• The nonparametric Box-Cox model for high-dimensional regression analysis (Q6150521) (← links)
• Conditional characteristic feature screening for massive imbalanced data (Q6157042) (← links)
• A dynamic screening algorithm for hierarchical binary marketing data (Q6179130) (← links)
• A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors (Q6185128) (← links)
• A data-driven approach to conditional screening of high-dimensional variables (Q6539179) (← links)