Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations |
scientific article; zbMATH DE number 6858919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations |
scientific article; zbMATH DE number 6858919 |
Statements
Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (English)
0 references
12 April 2018
0 references
The main contribution of this paper is a new method of conditional quantile screening. The method is suitable for the varying coefficient models with ultrahigh dimensional features which play an important role in the scientific discoveries. The ranking consistency is proved. A real data analysis demonstrates the efficiency of the proposed approach.
0 references
conditional quantile correlation
0 references
conditional quantile screening
0 references
ultrahigh dimensionality
0 references
varying coefficient models
0 references
0 references
0 references
0 references
0 references
0 references
0.9597039
0 references
0.95322144
0 references
0.94769514
0 references
0.91311276
0 references
0.9103178
0 references
0.90894395
0 references
0.8906045
0 references
0.8829334
0 references
