Model-free variable selection for conditional mean in regression
type: Item
instance of: scholarly article
title: Model-free variable selection for conditional mean in regression
author: Yuexiao Dong
author: Zhou Yu
author: Li-Ping Zhu
published in: Computational Statistics and Data Analysis
publication date: 2021-05-07T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7345890
zbMATH Keywords: stepwise regression
zbMATH Keywords: sure independence screening
zbMATH Keywords: variable selection consistency
describes a project that uses: glmnet
MaRDI profile type: Publication
full work available at URL: j.csda.2020.107042
OpenAlex ID: W3037098206
cites work: Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
cites work: A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
cites work: The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
cites work: Coordinate-independent sparse sufficient dimension reduction and variable selection
cites work: Q4217298
cites work: Dimension reduction for conditional mean in regression
cites work: Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
cites work: A brief review of linear sufficient dimension reduction through optimization
cites work: Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
cites work: Sure Independence Screening for Ultrahigh Dimensional Feature Space
cites work: Sure independence screening in generalized linear models with NP-dimensionality
cites work: Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
cites work: Sliced Inverse Regression for Dimension Reduction
cites work: Q4642510
cites work: Model-Free Variable Selection
cites work: Robust rank correlation based screening
cites work: Feature Screening via Distance Correlation Learning
cites work: Estimation of the mean of a multivariate normal distribution
cites work: Q4864293
cites work: Forward Regression for Ultra-High Dimensional Variable Screening
cites work: On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection
cites work: Correlation Pursuit: Forward Stepwise Variable Selection for Index Models
cites work: Model-Free Feature Screening for Ultrahigh-Dimensional Data
cites work: The Adaptive Lasso and Its Oracle Properties
DOI: 10.1016/J.CSDA.2020.107042
description: scientific article; zbMATH DE number 7345890