Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates

Robust rank correlation based screening

(2012) Gaorong Li et al.   ANNALS OF STATISTICS

Model-Free Feature Screening for Ultrahigh-Dimensional Data

(2012) Li-Ping Zhu et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Feature Screening via Distance Correlation Learning

(2012) Runze Li et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

(2011) Jianqing Fan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sure independence screening in generalized linear models with NP-dimensionality

(2010) Jianqing Fan et al.   ANNALS OF STATISTICS

Using Generalized Correlation to Effect Variable Selection in Very High Dimensional Problems

(2009) Peter Hall et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements

(2009) Lifeng Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Shrinkage Estimation of the Varying Coefficient Model

(2009) Hansheng Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Variable selection in semiparametric regression modeling

(2008) Runze Li et al.   ANNALS OF STATISTICS

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY