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Ultrahigh dimensional time course feature selection

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  • Peirong Xu
  • Lixing Zhu
  • Yi Li

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  • Peirong Xu & Lixing Zhu & Yi Li, 2014. "Ultrahigh dimensional time course feature selection," Biometrics, The International Biometric Society, vol. 70(2), pages 356-365, June.
    • Handle: RePEc:bla:biomet:v:70:y:2014:i:2:p:356-365
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    File URL: http://hdl.handle.net/10.1111/biom.12137
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    References listed on IDEAS

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    1. 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.
    2. Howard D. Bondell & Arun Krishna & Sujit K. Ghosh, 2010. "Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models," Biometrics, The International Biometric Society, vol. 66(4), pages 1069-1077, December.
    3. 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.
    4. Runze Li & Wei Zhong & Liping Zhu, 2012. "Feature Screening via Distance Correlation Learning," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(499), pages 1129-1139, September.
    5. 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.
    6. Lin, Lu & Sun, Jing & Zhu, Lixing, 2013. "Nonparametric feature screening," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 162-174.
    7. Wenjiang J. Fu, 2003. "Penalized Estimating Equations," Biometrics, The International Biometric Society, vol. 59(1), pages 126-132, March.
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    Cited by:

    1. Qian, Junhui & Su, Liangjun, 2016. "Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso," Journal of Econometrics, Elsevier, vol. 191(1), pages 86-109.
    2. Lv, Jing & Guo, Chaohui & Yang, Hu & Li, Yalian, 2017. "A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 112(C), pages 129-144.
    3. Zhang, Shen & Zhao, Peixin & Li, Gaorong & Xu, Wangli, 2019. "Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 37-52.
    4. Tang, Niansheng & Xia, Linli & Yan, Xiaodong, 2019. "Feature screening in ultrahigh-dimensional partially linear models with missing responses at random," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 208-227.

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