Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
type: Item
instance of: scholarly article
title: Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
author: Shaofei Zhao
author: Guifang Fu
published in: Journal of Multivariate Analysis
publication date: 2022-09-30T00:00:00Z
full work available at URL: https://arxiv.org/abs/2110.03145
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 7595180
zbMATH Keywords: distance correlation
zbMATH Keywords: feature screening
zbMATH Keywords: multivariate rank
zbMATH Keywords: sure screening property
zbMATH Keywords: ultrahigh dimensional data analysis
describes a project that uses: rhalton
describes a project that uses: TCGA-assembler
MaRDI profile type: Publication
OpenAlex ID: W3202312686
cites work: The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
cites work: Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
cites work: Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
cites work: High-dimensional integration: The quasi-Monte Carlo way
cites work: Theoretical Improvements in Algorithmic Efficiency for Network Flow Problems
cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
cites work: Sure Independence Screening for Ultrahigh Dimensional Feature Space
cites work: Ultrahigh dimensional feature selection: beyond the linear model
cites work: Stable correlation and robust feature screening
cites work: Interaction Screening for Ultrahigh-Dimensional Data
cites work: Constructing Sobol Sequences with Better Two-Dimensional Projections
cites work: Robust rank correlation based screening
cites work: Feature Screening via Distance Correlation Learning
cites work: Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates
cites work: A selective overview of feature screening for ultrahigh-dimensional data
cites work: Existence and uniqueness of monotone measure-preserving maps
cites work: Entropy-based model-free feature screening for ultrahigh-dimensional multiclass classification
cites work: Low-discrepancy and low-dispersion sequences
cites work: Approximation Theorems of Mathematical Statistics
cites work: On the distribution of points in a cube and the approximate evaluation of integrals
cites work: Measuring and testing dependence by correlation of distances
cites work: Q4864293
cites work: On some techniques useful for solution of transportation network problems
cites work: Network-based feature screening with applications to genome data
cites work: Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models
cites work: An iterative approach to distance correlation-based sure independence screening
cites work: Regularized quantile regression and robust feature screening for single index models
cites work: Model-free feature screening for ultrahigh dimensional censored regression
cites work: Model-Free Feature Screening for Ultrahigh-Dimensional Data
cites work: Regularization and Variable Selection Via the Elastic Net
DOI: 10.1016/J.JMVA.2022.105081
description: scientific article; zbMATH DE number 7595180