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Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates

Citations

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Cited by:

  1. Jun Lu & Dan Wang & Qinqin Hu, 2022. "Interaction screening via canonical correlation," Computational Statistics, Springer, vol. 37(5), pages 2637-2670, November.
  2. Yang, Baoying & Yin, Xiangrong & Zhang, Nan, 2019. "Sufficient variable selection using independence measures for continuous response," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 480-493.
  3. Xia, Xiaochao & Yang, Hu & Li, Jialiang, 2016. "Feature screening for generalized varying coefficient models with application to dichotomous responses," Computational Statistics & Data Analysis, Elsevier, vol. 102(C), pages 85-97.
  4. Zhang, Shen & Zhao, Peixin & Li, Gaorong & Xu, Wangli, 2019. "Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 37-52.
  5. Dai, Linlin & Chen, Kani & Sun, Zhihua & Liu, Zhenqiu & Li, Gang, 2018. "Broken adaptive ridge regression and its asymptotic properties," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 334-351.
  6. Yi Liu & Qihua Wang, 2018. "Model-free feature screening for ultrahigh-dimensional data conditional on some variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(2), pages 283-301, April.
  7. Yi Chu & Lu Lin, 2020. "Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood," Statistical Papers, Springer, vol. 61(4), pages 1589-1606, August.
  8. Adriano Zanin Zambom & Gregory J. Matthews, 2021. "Sure independence screening in the presence of missing data," Statistical Papers, Springer, vol. 62(2), pages 817-845, April.
  9. Sweata Sen & Damitri Kundu & Kiranmoy Das, 2023. "Variable selection for categorical response: a comparative study," Computational Statistics, Springer, vol. 38(2), pages 809-826, June.
  10. Lai, Peng & Song, Fengli & Chen, Kaiwen & Liu, Zhi, 2017. "Model free feature screening with dependent variable in ultrahigh dimensional binary classification," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 141-148.
  11. Ke, Chenlu & Yang, Wei & Yuan, Qingcong & Li, Lu, 2023. "Partial sufficient variable screening with categorical controls," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
  12. Weihua Zhao & Jianbo Li & Heng Lian, 2018. "Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 553-582, June.
  13. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers CWP62/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. Qu, Lianqiang & Wang, Xiaoyu & Sun, Liuquan, 2022. "Variable screening for varying coefficient models with ultrahigh-dimensional survival data," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).
  15. Craig, Sarah J.C. & Kenney, Ana M. & Lin, Junli & Paul, Ian M. & Birch, Leann L. & Savage, Jennifer S. & Marini, Michele E. & Chiaromonte, Francesca & Reimherr, Matthew L. & Makova, Kateryna D., 2023. "Constructing a polygenic risk score for childhood obesity using functional data analysis," Econometrics and Statistics, Elsevier, vol. 25(C), pages 66-86.
  16. Zhao, Shaofei & Fu, Guifang, 2022. "Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
  17. Han, Dongxiao & Huang, Jian & Lin, Yuanyuan & Shen, Guohao, 2022. "Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 230(2), pages 416-431.
  18. Zhong, Wei & Wang, Jiping & Chen, Xiaolin, 2021. "Censored mean variance sure independence screening for ultrahigh dimensional survival data," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
  19. Jing Zhang & Haibo Zhou & Yanyan Liu & Jianwen Cai, 2021. "Conditional screening for ultrahigh-dimensional survival data in case-cohort studies," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(4), pages 632-661, October.
  20. Yuan Yang & Ziyang Pan & Jian Kang & Chad Brummett & Yi Li, 2023. "Simultaneous selection and inference for varying coefficients with zero regions: a soft‐thresholding approach," Biometrics, The International Biometric Society, vol. 79(4), pages 3388-3401, December.
  21. Xiaochao Xia & Hao Ming, 2022. "A Flexibly Conditional Screening Approach via a Nonparametric Quantile Partial Correlation," Mathematics, MDPI, vol. 10(24), pages 1-32, December.
  22. Xiong, Wei & Chen, Yaxian & Ma, Shuangge, 2023. "Unified model-free interaction screening via CV-entropy filter," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
  23. Wang, Christina Dan & Chen, Zhao & Lian, Yimin & Chen, Min, 2022. "Asset selection based on high frequency Sharpe ratio," Journal of Econometrics, Elsevier, vol. 227(1), pages 168-188.
  24. Shuaishuai Chen & Jun Lu, 2023. "Quantile-Composited Feature Screening for Ultrahigh-Dimensional Data," Mathematics, MDPI, vol. 11(10), pages 1-21, May.
  25. Xiaolin Chen & Xiaojing Chen & Yi Liu, 2019. "A note on quantile feature screening via distance correlation," Statistical Papers, Springer, vol. 60(5), pages 1741-1762, October.
  26. Honda, Toshio & 本田, 敏雄, 2019. "The de-biased group Lasso estimation for varying coefficient models," Discussion Papers 2018-04, Graduate School of Economics, Hitotsubashi University.
  27. Toshio Honda, 2021. "The de-biased group Lasso estimation for varying coefficient models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(1), pages 3-29, February.
  28. Tang, Niansheng & Xia, Linli & Yan, Xiaodong, 2019. "Feature screening in ultrahigh-dimensional partially linear models with missing responses at random," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 208-227.
  29. Li, Xingxiang & Cheng, Guosheng & Wang, Liming & Lai, Peng & Song, Fengli, 2017. "Ultrahigh dimensional feature screening via projection," Computational Statistics & Data Analysis, Elsevier, vol. 114(C), pages 88-104.
  30. Li, Yehua & Qiu, Yumou & Xu, Yuhang, 2022. "From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
  31. Tian, Bing & Liu, Zili & Wang, Hong, 2022. "Non-marginal feature screening for varying coefficient competing risks model," Statistics & Probability Letters, Elsevier, vol. 190(C).
  32. Alothman, Ahmad & Dong, Yuexiao & Artemiou, Andreas, 2018. "On dual model-free variable selection with two groups of variables," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 366-377.
  33. Li, Yujie & Li, Gaorong & Lian, Heng & Tong, Tiejun, 2017. "Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 133-150.
  34. Jun Lu & Lu Lin, 2020. "Model-free conditional screening via conditional distance correlation," Statistical Papers, Springer, vol. 61(1), pages 225-244, February.
  35. Liming Wang & Xingxiang Li & Xiaoqing Wang & Peng Lai, 2022. "Unified mean-variance feature screening for ultrahigh-dimensional regression," Computational Statistics, Springer, vol. 37(4), pages 1887-1918, September.
  36. Hyokyoung G. Hong & Xuerong Chen & David C. Christiani & Yi Li, 2018. "Integrated powered density: Screening ultrahigh dimensional covariates with survival outcomes," Biometrics, The International Biometric Society, vol. 74(2), pages 421-429, June.
  37. Danyang Huang & Runze Li & Hansheng Wang, 2014. "Feature Screening for Ultrahigh Dimensional Categorical Data With Applications," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 237-244, April.
  38. Ma, Xuejun & Zhang, Jingxiao, 2016. "Robust model-free feature screening via quantile correlation," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 472-480.
  39. Liu, Jingyuan & Lou, Lejia & Li, Runze, 2018. "Variable selection for partially linear models via partial correlation," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 418-434.
  40. Xiang-Jie Li & Xue-Jun Ma & Jing-Xiao Zhang, 2017. "Robust feature screening for varying coefficient models via quantile partial correlation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 17-49, January.
  41. Zhou, Yeqing & Liu, Jingyuan & Zhu, Liping, 2020. "Test for conditional independence with application to conditional screening," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
  42. Yang, Guangren & Zhang, Ling & Li, Runze & Huang, Yuan, 2019. "Feature screening in ultrahigh-dimensional varying-coefficient Cox model," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 284-297.
  43. Lu, Jun & Lin, Lu, 2018. "Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 242-254.
  44. Min Chen & Yimin Lian & Zhao Chen & Zhengjun Zhang, 2017. "Sure explained variability and independence screening," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(4), pages 849-883, October.
  45. Zhang, Shucong & Zhou, Yong, 2018. "Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 1-13.
  46. Fengli Song & Peng Lai & Baohua Shen, 2020. "Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(7), pages 799-820, October.
  47. Kong, Yinfei & Li, Yujie & Zerom, Dawit, 2019. "Screening and selection for quantile regression using an alternative measure of variable importance," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 435-455.
  48. Lu, Jun & Lin, Lu & Wang, WenWu, 2021. "Partition-based feature screening for categorical data via RKHS embeddings," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
  49. Lu, Shuiyun & Chen, Xiaolin & Xu, Sheng & Liu, Chunling, 2020. "Joint model-free feature screening for ultra-high dimensional semi-competing risks data," Computational Statistics & Data Analysis, Elsevier, vol. 147(C).
  50. Guo, Chaohui & Lv, Jing & Wu, Jibo, 2021. "Composite quantile regression for ultra-high dimensional semiparametric model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
  51. Pan, Yingli, 2022. "Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
  52. Zhang, Shucong & Pan, Jing & Zhou, Yong, 2018. "Robust conditional nonparametric independence screening for ultrahigh-dimensional data," Statistics & Probability Letters, Elsevier, vol. 143(C), pages 95-101.
  53. Akira Shinkyu, 2023. "Forward Selection for Feature Screening and Structure Identification in Varying Coefficient Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 485-511, February.
  54. Chen, Xiaolin & Chen, Xiaojing & Wang, Hong, 2018. "Robust feature screening for ultra-high dimensional right censored data via distance correlation," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 118-138.
  55. Randall Reese & Guifang Fu & Geran Zhao & Xiaotian Dai & Xiaotian Li & Kenneth Chiu, 2022. "Epistasis Detection via the Joint Cumulant," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 14(3), pages 514-532, December.
  56. Jing Zhang & Yanyan Liu & Hengjian Cui, 2021. "Model-free feature screening via distance correlation for ultrahigh dimensional survival data," Statistical Papers, Springer, vol. 62(6), pages 2711-2738, December.
  57. Lv, Shaogao & Fan, Zengyan & Lian, Heng & Suzuki, Taiji & Fukumizu, Kenji, 2020. "A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
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