Feature screening for generalized varying coefficient models with application to dichotomous responses

DOI10.1016/j.csda.2016.04.008zbMath1466.62220OpenAlexW2345871895MaRDI QIDQ1659028

Hu Yang, Xiaochao Xia, Jia-Liang Li

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.04.008

zbMATH Keywords

high dimensional datavariable screeningsure screening propertygeneralized varying coefficient modelranking consistency

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (7)

Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models ⋮ Conditional sparse boosting for high-dimensional instrumental variable estimation ⋮ Copula-based Partial Correlation Screening: a Joint and Robust Approach ⋮ Feature selection for generalized varying coefficient mixed-effect models with application to obesity GWAS ⋮ Feature screening in ultrahigh-dimensional varying-coefficient Cox model ⋮ Model-free feature screening via distance correlation for ultrahigh dimensional survival data ⋮ Sure independence screening in ultrahigh dimensional generalized additive models

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