Pages that link to "Item:Q84631"
From MaRDI portal
The following pages link to Model-Free Feature Screening for Ultrahigh-Dimensional Data (Q84631):
Displaying 50 items.
- Variance estimation for sparse ultra-high dimensional varying coefficient models (Q5078417) (← links)
- Estimation and variable selection for a class of quantile regression models with multiple index (Q5079029) (← links)
- A new robust model-free feature screening method for ultra-high dimensional right censored data (Q5079904) (← links)
- Estimation in partial linear model with spline modal function (Q5082778) (← links)
- Fast robust feature screening for ultrahigh-dimensional varying coefficient models (Q5106814) (← 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)
- 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)
- 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)
- The Lq-norm learning for ultrahigh-dimensional survival data: an integrative framework (Q5134474) (← links)
- Ranking-Based Variable Selection for high-dimensional data (Q5134486) (← links)
- A robust variable screening method for high-dimensional data (Q5138670) (← 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)
- Robust Alternatives to ANCOVA for Estimating the Treatment Effect via a Randomized Comparative Study (Q5208089) (← links)
- An iterative approach to distance correlation-based sure independence screening (Q5220866) (← links)
- A Generic Sure Independence Screening Procedure (Q5231519) (← links)
- Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension (Q5242475) (← links)
- Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units (Q5283308) (← links)
- Parsimonious covariate selection with censored outcomes (Q5739270) (← links)
- Model-free slice screening for ultrahigh-dimensional survival data (Q5861483) (← links)
- On correlation rank screening for ultra-high dimensional competing risks data (Q5865416) (← links)
- Model free feature screening for ultrahigh dimensional covariates with right censored outcomes (Q5867500) (← links)
- Asymptotic Properties of Marginal Least-Square Estimator for Ultrahigh-Dimensional Linear Regression Models with Correlated Errors (Q5868153) (← links)
- Statistical inference for nonignorable missing-data problems: a selective review (Q5879962) (← links)
- A selective overview of sparse sufficient dimension reduction (Q5880034) (← links)
- Review of sparse sufficient dimension reduction: comment (Q5880035) (← links)
- A review of distributed statistical inference (Q5880109) (← 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)
- Model-Free Feature Screening and FDR Control With Knockoff Features (Q5881096) (← links)
- Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems (Q5881153) (← links)
- Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold (Q6049410) (← links)
- Sure joint feature screening in nonparametric transformation model for right censored data (Q6059517) (← links)
- Robust Feature Screening via Distance Correlation for Ultrahigh Dimensional Data With Responses Missing at Random (Q6069862) (← links)
- Threshold Selection in Feature Screening for Error Rate Control (Q6077570) (← links)
- Feature Screening with Latent Responses (Q6079779) (← links)
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions (Q6079786) (← links)
- A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data (Q6092947) (← links)
- Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory (Q6092965) (← links)
- Partial sufficient variable screening with categorical controls (Q6096643) (← links)
- Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions (Q6101702) (← links)
- A Model-free Variable Screening Method Based on Leverage Score (Q6107196) (← links)
- RaSE: A Variable Screening Framework via Random Subspace Ensembles (Q6107221) (← links)
