Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models

Statistical methods with varying coefficient models

(2013) Jianqing Fan et al.   Statistics and Its Interface

Robust rank correlation based screening

(2012) Gaorong Li et al.   ANNALS OF STATISTICS

Feature Screening via Distance Correlation Learning

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

Principled sure independence screening for Cox models with ultra-high-dimensional covariates

(2011) Sihai Dave Zhao et al.   JOURNAL OF MULTIVARIATE ANALYSIS

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

Nearly unbiased variable selection under minimax concave penalty

(2010) Cun-Hui Zhang   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

Tilting methods for assessing the influence of components in a classifier

(2009) Peter Hall et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

One-step sparse estimates in nonconcave penalized likelihood models

(2008) Hui Zou 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