How to Make Model-free Feature Screening Approaches for Full Data Applicable to the Case of Missing Response?
Author:
Affiliation:
1. Academy of Mathematics and Systems Science; Chinese Academy of Sciences
2. Institute of Statistical Science; Shenzhen University
Funder
National Natural Science Foundation of China
Creative Research Group in China
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12290/fullpdf
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3. Fusion-refinement procedure for dimension reduction with missing response at random;Ding;J. Amer. Statist. Assoc.,2011
4. Nonparametric independence screening in sparse ultrahigh-dimensional additive models;Fan;J. Amer. Statist. Assoc.,2011
5. Variable selection via nonconcave penalized likelihood and its oracle properties;Fan;J. Amer. Statist. Assoc.,2001
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