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.
- On consistency and sparsity for sliced inverse regression in high dimensions (Q1750280) (← 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)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← 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)
- Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation (Q1989916) (← links)
- Measuring and testing for interval quantile dependence (Q1991673) (← links)
- Model-free feature screening for ultra-high dimensional competing risks data (Q2006765) (← 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)
- Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error (Q2032190) (← links)
- Gini correlation for feature screening (Q2046243) (← links)
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
- Advanced topics in sliced inverse regression (Q2062795) (← 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)
- Projection quantile correlation and its use in high-dimensional grouped variable screening (Q2072410) (← links)
- Conditional screening for ultrahigh-dimensional survival data in case-cohort studies (Q2074082) (← links)
- Broken adaptive ridge regression for right-censored survival data (Q2075449) (← 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)
- 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)
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models (Q2134161) (← links)
- A general framework for tensor screening through smoothing (Q2136613) (← links)
- On sufficient variable screening using log odds ratio filter (Q2136614) (← links)
- Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data (Q2143024) (← links)
- Safe sample screening rules for multicategory angle-based support vector machines (Q2143029) (← links)
- Independence index sufficient variable screening for categorical responses (Q2157537) (← links)
- Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
- Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS (Q2179968) (← links)
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data (Q2181545) (← links)
- Model-free feature screening for ultrahigh dimensional classification (Q2181726) (← links)
- Nonparametric variable selection and its application to additive models (Q2183769) (← links)
- On post dimension reduction statistical inference (Q2196236) (← links)
- Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis (Q2202032) (← links)
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization (Q2203408) (← links)
- Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
- Double-slicing assisted sufficient dimension reduction for high-dimensional censored data (Q2215728) (← links)
- Dynamic tilted current correlation for high dimensional variable screening (Q2222224) (← links)
- Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
- A sequential approach to feature selection in high-dimensional additive models (Q2242862) (← links)
- The fused Kolmogorov-Smirnov screening for ultra-high dimensional semi-competing risks data (Q2247336) (← links)