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.
- 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)
- Dynamic tilted current correlation for high dimensional variable screening (Q2222224) (← links)
- Sparse regression: scalable algorithms and empirical performance (Q2225311) (← links)
- Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
- Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
- Screening and selection for quantile regression using an alternative measure of variable importance (Q2274955) (← links)
- Sufficient variable selection using independence measures for continuous response (Q2274957) (← links)
- Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model (Q2300527) (← links)
- Feature screening for ultrahigh-dimensional additive logistic models (Q2301064) (← links)
- Selective inference via marginal screening for high dimensional classification (Q2303502) (← links)
- Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data (Q2313277) (← links)
- Sure independence screening in ultrahigh dimensional generalized additive models (Q2317245) (← links)
- A two-stage sparse logistic regression for optimal gene selection in high-dimensional microarray data classification (Q2324259) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator (Q2330524) (← links)
- ARGONAUT: algorithms for global optimization of constrained grey-box computational problems (Q2359400) (← links)
- Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
- Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
- Sure screening by ranking the canonical correlations (Q2398078) (← links)
- The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data (Q2405946) (← 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)
- Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)
- High-dimensional influence measure (Q2438764) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Adaptive Lasso estimators for ultrahigh dimensional generalized linear models (Q2453901) (← links)
- The fused Kolmogorov filter: a nonparametric model-free screening method (Q2515487) (← links)
- Empirical likelihood test for regression coefficients in high dimensional partially linear models (Q2661944) (← links)
- Fast stepwise regression based on multidimensional indexes (Q2666779) (← links)
- Robust variable selection and parametric component identification in varying coefficient models (Q2817178) (← links)
- Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification (Q2832014) (← links)
- Ultrahigh dimensional feature selection: beyond the linear model (Q2880959) (← links)
- Robust variable selection for generalized linear models with a diverging number of parameters (Q2979052) (← links)
- Analyzing large datasets with bootstrap penalization (Q2980232) (← links)
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models (Q3095174) (← links)
- Linear Hypothesis Testing in Dense High-Dimensional Linear Models (Q3121181) (← links)
- L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses (Q3304862) (← links)
- Grouped feature screening for ultra-high dimensional data for the classification model (Q3390600) (← links)
- Score test variable screening (Q3465363) (← links)
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models (Q4559457) (← links)
- Evolution of high-frequency systematic trading: a performance-driven gradient boosting model (Q4619504) (← links)
- Facilitating high‐dimensional transparent classification via empirical Bayes variable selection (Q4627116) (← links)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602) (← links)
- Greedy forward regression for variable screening (Q4639813) (← links)
- Estimating False Discovery Proportion Under Arbitrary Covariance Dependence (Q4648544) (← links)
- Rejoinder (Q4648549) (← links)
- Feature Screening via Distance Correlation Learning (Q4648557) (← links)
