Quantile-adaptive variable screening in ultra-high dimensional varying coefficient models

DOI10.1080/02664763.2015.1072141OpenAlexW2278794265MaRDI QIDQ5138024

Ri-quan Zhang, Zhiping Lu, Jun-ying Zhang

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Quantile_adaptive_variable_screening_in_ultra_high_dimensional_varying_coefficient_models/1569496

zbMATH Keywords

quantile regressionvariable selectiondimensionality reductionheterogeneous dataultra-high dimensionvarying-coefficient independent screening

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (3)

Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data ⋮ Gini correlation for feature screening ⋮ Model-free slice screening for ultrahigh-dimensional survival data

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