Conditional feature screening for mean and variance functions in models with multiple-index structure

DOI10.1007/s00184-018-0646-3zbMath1395.62090OpenAlexW2792601229MaRDI QIDQ1639572

Lu Lin, Qinqin Hu

Publication date: 13 June 2018

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-018-0646-3

zbMATH Keywords

heteroscedasticitypredictorsempirical likelihoodfeature screeningmultiple-indexnonparametric link functions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Model-Free Feature Screening for Ultrahigh-Dimensional Data
• Sure independence screening in generalized linear models with NP-dimensionality
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
• Marginal empirical likelihood and sure independence feature screening
• On almost linearity of low dimensional projections from high dimensional data
• Robust rank correlation based screening
• Adaptive variance function estimation in heteroscedastic nonparametric regression
• Adjusted empirical likelihood with high-order precision
• Empirical likelihood and general estimating equations
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Conditional sure independence screening by conditional marginal empirical likelihood
• The fused Kolmogorov filter: a nonparametric model-free screening method
• Variances Are Not Always Nuisance Parameters
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• An Analysis for Unreplicated Fractional Factorials
• Variance Function Estimation
• Generalized Partially Linear Single-Index Models
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Feature Screening via Distance Correlation Learning
• Correcting Inhomogeneity of Variance with Power Transformation Weighting
• Variance Function Partially Linear Single-Index Models

This page was built for publication: Conditional feature screening for mean and variance functions in models with multiple-index structure