Pages that link to "Item:Q4648557"

The following pages link to Feature Screening via Distance Correlation Learning (Q4648557):

Displaying 50 items.

• Ball Covariance: A Generic Measure of Dependence in Banach Space (Q76129) (← links)
• Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data (Q104771) (← links)
• A fast algorithm for computing distance correlation (Q113800) (← links)
• Partial distance correlation with methods for dissimilarities (Q136776) (← links)
• Model-free sure screening via maximum correlation (Q276978) (← links)
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
• Screening-based Bregman divergence estimation with NP-dimensionality (Q309558) (← links)
• Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• Impacts of high dimensionality in finite samples (Q385798) (← links)
• Energy statistics: a class of statistics based on distances (Q389244) (← links)
• SCAD penalized rank regression with a diverging number of parameters (Q476249) (← links)
• Robust sure independence screening for ultrahigh dimensional non-normal data (Q477878) (← links)
• Variable selection for general index models via sliced inverse regression (Q480962) (← links)
• Robust feature screening for varying coefficient models via quantile partial correlation (Q506573) (← links)
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
• Robust rank screening for ultrahigh dimensional discriminant analysis (Q518270) (← links)
• Sure feature screening for high-dimensional dichotomous classification (Q525910) (← links)
• Overlapped groupwise dimension reduction (Q525913) (← links)
• Conditional distance correlation screening for sparse ultrahigh-dimensional models (Q821654) (← links)
• Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates (Q826677) (← links)
• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← links)
• Censored mean variance sure independence screening for ultrahigh dimensional survival data (Q830110) (← links)
• Partition-based feature screening for categorical data via RKHS embeddings (Q830506) (← links)
• Model-free variable selection for conditional mean in regression (Q830544) (← links)
• A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data (Q830734) (← links)
• A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
• Robust model-free feature screening via quantile correlation (Q900833) (← links)
• Nonparametric feature screening (Q1615096) (← links)
• Network-based feature screening with applications to genome data (Q1624846) (← links)
• Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
• Censored cumulative residual independent screening for ultrahigh-dimensional survival data (Q1642144) (← links)
• Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
• Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models (Q1643796) (← links)
• Test for high-dimensional regression coefficients using refitted cross-validation variance estimation (Q1650066) (← links)
• Ultrahigh dimensional feature screening via projection (Q1658358) (← links)
• Correlation rank screening for ultrahigh-dimensional survival data (Q1658466) (← links)
• Model free feature screening for ultrahigh dimensional data with responses missing at random (Q1658537) (← links)
• A new nonparametric screening method for ultrahigh-dimensional survival data (Q1662088) (← links)
• Robust feature screening for ultra-high dimensional right censored data via distance correlation (Q1662094) (← links)
• Fused mean-variance filter for feature screening (Q1662311) (← links)
• A martingale-difference-divergence-based test for specification (Q1673555) (← links)
• On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters (Q1679561) (← links)
• Adjusted Pearson chi-square feature screening for multi-classification with ultrahigh dimensional data (Q1683647) (← links)
• Model-free conditional independence feature screening for ultrahigh dimensional data (Q1702189) (← links)
• Model-free feature screening for ultrahigh dimensional censored regression (Q1703810) (← links)
• A group adaptive elastic-net approach for variable selection in high-dimensional linear regression (Q1705570) (← links)
• Robust conditional nonparametric independence screening for ultrahigh-dimensional data (Q1726739) (← links)
• Simultaneous variable selection and class fusion with penalized distance criterion based classifiers (Q1727900) (← links)