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Variable selection via additive conditional independence

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  • Kuang-Yao Lee
  • Bing Li
  • Hongyu Zhao

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Suggested Citation

  • Kuang-Yao Lee & Bing Li & Hongyu Zhao, 2016. "Variable selection via additive conditional independence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(5), pages 1037-1055, November.
    • Handle: RePEc:bla:jorssb:v:78:y:2016:i:5:p:1037-1055
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    File URL: http://hdl.handle.net/10.1111/rssb.12150
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    References listed on IDEAS

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    1. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    2. Lexin Li & R. Dennis Cook & Christopher J. Nachtsheim, 2005. "Model‐free variable selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 285-299, April.
    3. Bing Li & Hyonho Chun & Hongyu Zhao, 2014. "On an Additive Semigraphoid Model for Statistical Networks With Application to Pathway Analysis," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1188-1204, September.
    4. Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
    5. Fan, Jianqing & Feng, Yang & Song, Rui, 2011. "Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 544-557.
    6. Pradeep Ravikumar & John Lafferty & Han Liu & Larry Wasserman, 2009. "Sparse additive models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(5), pages 1009-1030, November.
    7. Bing Li & Hyonho Chun & Hongyu Zhao, 2012. "Sparse Estimation of Conditional Graphical Models With Application to Gene Networks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 152-167, March.
    8. Jianqing Fan & Jinchi Lv, 2008. "Sure independence screening for ultrahigh dimensional feature space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 849-911, November.
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    Cited by:

    1. Kuang-Yao Lee & Bing Li & Hongyu Zhao, 2016. "On an additive partial correlation operator and nonparametric estimation of graphical models," Biometrika, Biometrika Trust, vol. 103(3), pages 513-530.
    2. Bianchi, Pascal & Elgui, Kevin & Portier, François, 2023. "Conditional independence testing via weighted partial copulas," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
    3. Kuang‐Yao Lee & Lexin Li, 2022. "Functional structural equation model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(2), pages 600-629, April.

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