Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
type: Item
instance of: scholarly article
title: Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
zbMATH Open document ID: 1390.62070
author: Shucong Zhang
author: Yong Zhou
published in: Journal of Multivariate Analysis
publication date: 2018-04-12T00:00:00Z
review text: The main contribution of this paper is a new method of conditional quantile screening. The method is suitable for the varying coefficient models with ultrahigh dimensional features which play an important role in the scientific discoveries. The ranking consistency is proved. A real data analysis demonstrates the efficiency of the proposed approach.
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62H30
zbMATH DE Number: 6858919
zbMATH Keywords: conditional quantile correlation
zbMATH Keywords: conditional quantile screening
zbMATH Keywords: ultrahigh dimensionality
zbMATH Keywords: varying coefficient models
reviewed by: Denis Sidorov
MaRDI profile type: Publication
full work available at URL: j.jmva.2017.11.005
OpenAlex ID: W2773366406
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DOI: 10.1016/J.JMVA.2017.11.005
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description: scientific article; zbMATH DE number 6858919