Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates

DOI10.1007/s11424-017-6310-6zbMath1409.62093OpenAlexW2770264837MaRDI QIDQ1757685

Jiajia Zhang, Jun-ying Zhang, Ri-quan Zhang

Publication date: 15 January 2019

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-017-6310-6

zbMATH Keywords

conditional expectationdimensionality reductionvariable screeningnonparametric and semiparametric modelsultrahigh dimension

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12)

Related Items (1)

Gini correlation for feature screening

Uses Software

• ElemStatLearn

Cites Work

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• Sure independence screening in generalized linear models with NP-dimensionality
• Statistics for high-dimensional data. Methods, theory and applications.
• Forward Regression for Ultra-High Dimensional Variable Screening
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• An Effective Bandwidth Selector for Local Least Squares Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Sparse Additive Models

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