Fast robust feature screening for ultrahigh-dimensional varying coefficient models
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Publication:5106814
DOI10.1080/00949655.2016.1223668OpenAlexW2507790937MaRDI QIDQ5106814
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Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1223668
Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (2)
Modified adaptive group lasso for high-dimensional varying coefficient models ⋮ Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
Cites Work
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Flexible generalized varying coefficient regression models
- A new variable selection approach for varying coefficient models
- Statistical methods with varying coefficient models
- A unified variable selection approach for varying coefficient models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- On Conditional and Partial Correlation
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Feature Screening via Distance Correlation Learning
- PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
- Shrinkage Estimation of the Varying Coefficient Model
- Quantile Correlations and Quantile Autoregressive Modeling
- Varying Coefficient Regression Models: A Review and New Developments
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