Variable screening and selection for ultra-high dimensional additive quantile regression with missing data

Cites Work

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Model-Free Feature Screening for Ultrahigh-Dimensional Data
Sure independence screening in generalized linear models with NP-dimensionality
Variable selection for additive partial linear quantile regression with missing covariates
Component selection in additive quantile regression models
Backfitting and smooth backfitting for additive quantile models
Additive models for quantile regression: model selection and confidence bands
Principled sure independence screening for Cox models with ultra-high-dimensional covariates
Rates of convergence for the estimates of the optimal transformations of variables
Variable selection in nonparametric additive models
P-splines with derivative based penalties and tensor product smoothing of unevenly distributed data
Local asymptotics for regression splines and confidence regions
Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data
Efficient estimation of an additive quantile regression model
Variable selection in additive quantile regression using nonconcave penalty
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
On measures of dependence
Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
Estimating Optimal Transformations for Multiple Regression and Correlation
Weighted Semiparametric Estimation in Regression Analysis With Missing Covariate Data
Sure Independence Screening for Ultrahigh Dimensional Feature Space
Feature Screening via Distance Correlation Learning
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
Efficient Quantile Regression Analysis With Missing Observations
A Generalization of Sampling Without Replacement From a Finite Universe

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