Consistent Screening Procedures in High-dimensional Binary Classification
From MaRDI portal
Publication:5037818
DOI10.5705/ss.202020.0088OpenAlexW3176113514MaRDI QIDQ5037818
Hangjin Jiang, Ronald C. W. Ma, Xingqiu Zhao, Xiaodan Fan
Publication date: 4 March 2022
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202020.0088
consistencyvariable screeningbinary classificationnon-parametric testtwo-sample distribution comparison
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Sure independence screening in generalized linear models with NP-dimensionality
- Model-free sure screening via maximum correlation
- Energy statistics: a class of statistics based on distances
- A nonparametric two-sample test applicable to high dimensional data
- Robust rank correlation based screening
- High-dimensional classification using features annealed independence rules
- Comparing distributions
- A multivariate two-sample test based on the number of nearest neighbor type coincidences
- Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
- Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
- On a new multivariate two-sample test.
- Robust multivariate nonparametric tests via projection averaging
- A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- The Kolmogorov-Smirnov, Cramer-von Mises Tests
- Two-Sample Tests for Multivariate Distributions
- Multivariate Two-Sample Tests Based on Nearest Neighbors
- Permutation tests for equality of distributions in high-dimensional settings
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
- The Kolmogorov filter for variable screening in high-dimensional binary classification
- An Exact Distribution-Free Test Comparing Two Multivariate Distributions based on Adjacency
This page was built for publication: Consistent Screening Procedures in High-dimensional Binary Classification
