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Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2022, 页码: 16
作者:  Li, Jialu;  Zhang, Wan;  Wang, Peiyao;  Li, Qizhai;  Zhang, Kai;  Liu, Yufeng
收藏  |  浏览/下载:62/0  |  提交时间:2023/02/07
Binary expansion  Data heterogeneity  Nonparametric statistics  SSANOVA  Sure independence screening  
Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载:151/0  |  提交时间:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Linear screening for high-dimensional computer experiments 期刊论文
STAT, 2021, 卷号: 10, 期号: 1, 页码: 9
作者:  Li, Chunya;  Chen, Daijun;  Xiong, Shifeng
收藏  |  浏览/下载:98/0  |  提交时间:2022/04/02
best linear approximation  best subset regression  nonlinear model  sure independence screening  
Model-free feature screening for ultrahigh-dimensional data conditional on some variables 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2018, 卷号: 70, 期号: 2, 页码: 283-301
作者:  Liu, Yi;  Wang, Qihua
收藏  |  浏览/下载:205/0  |  提交时间:2018/07/30
Conditional distance correlation  Feature selection  Sure screening property  High-dimensional data  
Cluster feature selection in high-dimensional linear models 期刊论文
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018, 卷号: 7, 期号: 1, 页码: 23
作者:  Lin, Bingqing;  Pang, Zhen;  Wang, Qihua
收藏  |  浏览/下载:173/0  |  提交时间:2018/07/30
Variable selection  variable screening  SIS  elastic net  
SEVIS方法的局部线性估计及其在超高维数据下的应用 期刊论文
应用数学学报, 2018, 卷号: 041, 期号: 001, 页码: 1
作者:  连亦旻;  陈钊;  舒明良
收藏  |  浏览/下载:203/0  |  提交时间:2020/01/10
Sure explained variability and independence screening 期刊论文
JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 卷号: 29, 期号: 4, 页码: 849-883
作者:  Chen, Min;  Lian, Yimin;  Chen, Zhao;  Zhang, Zhengjun
收藏  |  浏览/下载:162/0  |  提交时间:2018/07/30
Feature screening  sure screening property  generalised measures of correlation  nonparametric inference  model-free approach