Related references
Note: Only part of the references are listed.Category-Adaptive Variable Screening for Ultra-High Dimensional Heterogeneous Categorical Data
Jinhan Xie et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2020)
Model-Free Forward Screening Via Cumulative Divergence
Tingyou Zhou et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2020)
NONPARAMETRIC SCREENING UNDER CONDITIONAL STRICTLY CONVEX LOSS FOR ULTRAHIGH DIMENSIONAL SPARSE DATA
Xu Han
ANNALS OF STATISTICS (2019)
False discovery rate control for high dimensional networks of quantile associations conditioning on covariates
Jichun Xie et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2018)
A Note on High-Dimensional Linear Regression With Interactions
Ning Hao et al.
AMERICAN STATISTICIAN (2017)
Estimation of the false discovery proportion with unknown dependence
Jianqing Fan et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2017)
Variable Screening via Quantile Partial Correlation
Shujie Ma et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2017)
Testing a single regression coefficient in high dimensional linear models
Wei Lan et al.
JOURNAL OF ECONOMETRICS (2016)
THE FUSED KOLMOGOROV FILTER: A NONPARAMETRIC MODEL-FREE SCREENING METHOD
Qing Mai et al.
ANNALS OF STATISTICS (2015)
Model-Free Feature Screening for Ultrahigh Dimenssional Discriminant Analysis
Hengjian Cui et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2015)
VARIABLE SELECTION FOR GENERAL INDEX MODELS VIA SLICED INVERSE REGRESSION
Bo Jiang et al.
ANNALS OF STATISTICS (2014)
Feature Screening for Ultrahigh Dimensional Categorical Data With Applications
Danyang Huang et al.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2014)
Fused Estimators of the Central Subspace in Sufficient Dimension Reduction
R. Dennis Cook et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2014)
QUANTILE-ADAPTIVE MODEL-FREE VARIABLE SCREENING FOR HIGH-DIMENSIONAL HETEROGENEOUS DATA
Xuming He et al.
ANNALS OF STATISTICS (2013)
The Kolmogorov filter for variable screening in high-dimensional binary classification
Qing Mai et al.
BIOMETRIKA (2013)
ROBUST RANK CORRELATION BASED SCREENING
Gaorong Li et al.
ANNALS OF STATISTICS (2012)
Correlation pursuit: forward stepwise variable selection for index models
Wenxuan Zhong et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2012)
Model-Free Feature Screening for Ultrahigh-Dimensional Data
Li-Ping Zhu et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2011)
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
Jianqing Fan et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2011)
SURE INDEPENDENCE SCREENING IN GENERALIZED LINEAR MODELS WITH NP-DIMENSIONALITY
Jianqing Fan et al.
ANNALS OF STATISTICS (2010)
Large-scale multiple testing under dependence
Wenguang Sun et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2009)
Oracle and adaptive compound decision rules for false discovery rate control
Wenguang Sun et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2007)
Correlation and large-scale simultaneous significance testing
Bradley Efron
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2007)
The adaptive lasso and its oracle properties
Hui Zou
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2006)
Model selection and estimation in regression with grouped variables
M Yuan et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2006)
Large-scale simultaneous hypothesis testing: The choice of a null hypothesis
B Efron
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2004)
A direct approach to false discovery rates
JD Storey
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2002)
Variable selection via nonconcave penalized likelihood and its oracle properties
JQ Fan et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2001)