Efficient feature screening for ultrahigh-dimensional varying coefficient models

DOI10.4310/SII.2017.V10.N3.A5zbMath1388.62168OpenAlexW2584913954MaRDI QIDQ1748658

Xianqiang Yang

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2017.v10.n3.a5

zbMATH Keywords

varying coefficient modelsultrahigh-dimensionalitygroup variablesconditional distance covariancemultiple index variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

This page was built for publication: Efficient feature screening for ultrahigh-dimensional varying coefficient models