Feature screening in ultrahigh-dimensional partially linear models with missing responses at random
DOI10.1016/j.csda.2018.10.003OpenAlexW2896587650MaRDI QIDQ1727907
Linli Xia, Xiaodong Yan, Nian Sheng Tang
Publication date: 21 February 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.10.003
missing at randomestimating equationspartially linear modelssure screening propertyultrahigh dimensional longitudinal data
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items (4)
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
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Robust rank correlation based screening
- Correlation rank screening for ultrahigh-dimensional survival data
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models
- Model-free feature screening for ultrahigh dimensional censored regression
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Model selection of generalized estimating equations with multiply imputed longitudinal data
- Estimating Equations Inference With Missing Data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Score test variable screening
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- How to Make Model‐free Feature Screening Approaches for Full Data Applicable to the Case of Missing Response?
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
- Ultrahigh dimensional time course feature selection
- Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
- Model Selection Criteria for Missing-Data Problems Using the EM Algorithm
- Efficient semiparametric estimator for heteroscedastic partially linear models
- Nonconcave penalized estimation for partially linear models with longitudinal data
- Semiparametric Regression Analysis With Missing Response at Random
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
This page was built for publication: Feature screening in ultrahigh-dimensional partially linear models with missing responses at random