Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data

(2013) Xuming He et al.   ANNALS OF STATISTICS

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

Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

(2012) Lan Wang 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

Independent screening for single-index hazard rate models with ultrahigh dimensional features

(2012) Anders Gorst-Rasmussen et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

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

Effect of heavy tails on ultra high dimensional variable ranking methods

(2011) Aurore Delaigle et al.   STATISTICA SINICA

Brownian distance covariance

(2010) Gábor J. Székely et al.   Annals of Applied Statistics

Variable selection in nonparametric additive models

(2010) Jian Huang et al.   ANNALS OF STATISTICS

Sure independence screening in generalized linear models with NP-dimensionality

(2010) Jianqing Fan et al.   ANNALS OF STATISTICS

High-dimensional additive modeling

(2009) Lukas Meier 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

Sure independence screening for ultrahigh dimensional feature space

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