Pages that link to "Item:Q3195169"
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The following pages link to On varying-coefficient independence screening for high-dimensional varying-coefficient models (Q3195169):
Displaying 32 items.
- Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
- Robust model-free feature screening via quantile correlation (Q900833) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors (Q1722055) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- Non-marginal feature screening for varying coefficient competing risks model (Q2081764) (← links)
- Asset selection based on high frequency Sharpe ratio (Q2116331) (← links)
- On sufficient variable screening using log odds ratio filter (Q2136614) (← links)
- Variable screening for varying coefficient models with ultrahigh-dimensional survival data (Q2143009) (← links)
- Independence index sufficient variable screening for categorical responses (Q2157537) (← links)
- Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS (Q2179968) (← links)
- Sufficient variable selection using independence measures for continuous response (Q2274957) (← links)
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model (Q2418519) (← links)
- Greedy forward regression for variable screening (Q4639813) (← links)
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models (Q4975577) (← links)
- Modified adaptive group lasso for high-dimensional varying coefficient models (Q5055141) (← links)
- Variance estimation for sparse ultra-high dimensional varying coefficient models (Q5078417) (← links)
- Estimation in partial linear model with spline modal function (Q5082778) (← links)
- On estimation in varying coefficient models for sparse and irregularly sampled functional data (Q5082871) (← links)
- Fast robust feature screening for ultrahigh-dimensional varying coefficient models (Q5106814) (← links)
- Model-Free Forward Screening Via Cumulative Divergence (Q5120676) (← links)
- Independent screening in high-dimensional exponential family predictors’ space (Q5130151) (← links)
- Ultra high‐dimensional semiparametric longitudinal data analysis (Q6076502) (← links)
- Forward selection for feature screening and structure identification in varying coefficient models (Q6133729) (← links)
- Sparse functional linear models via calibrated concave-convex procedure (Q6548545) (← links)
- Simultaneous selection and inference for varying coefficients with zero regions: a soft-thresholding approach (Q6589282) (← links)
- Robust approach for variable selection with high dimensional longitudinal data analysis (Q6628222) (← links)
