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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：157/0  |  提交时间：2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2021, 页码: 19
作者:  Zhang, Jing;  Wang, Qihua;  Wang, Xuan
收藏  |  浏览/下载：147/0  |  提交时间：2021/10/26
Feature screening  Model-free  Sure screening property  Survival data  Ultrahigh dimensionality  
Feature screening under missing indicator imputation with non-ignorable missing response 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2020, 卷号: 149, 页码: 12
作者:  Zhang, Jing;  Wang, Qihua;  Kang, Jian
收藏  |  浏览/下载：194/0  |  提交时间：2020/06/30
Model-free  Non-ignorable nonresponse  Sure screening property  Ultrahigh dimensionality  Variable screening  
Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019, 卷号: 71, 期号: 5, 页码: 1007-1031
作者:  Chen, Xiaolin;  Liu, Yi;  Wang, Qihua
收藏  |  浏览/下载：199/0  |  提交时间：2020/01/10
Additive hazards model  Joint feature screening  Iterative hard-thresholding algorithm  Sure screening property  
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：207/0  |  提交时间：2018/07/30
Conditional distance correlation  Feature selection  Sure screening property  High-dimensional data  
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：163/0  |  提交时间：2018/07/30
Feature screening  sure screening property  generalised measures of correlation  nonparametric inference  model-free approach  
Sure feature screening for high-dimensional dichotomous classification 期刊论文
SCIENCE CHINA-MATHEMATICS, 2016, 卷号: 59, 期号: 12, 页码: 2527-2542
作者:  Shao Li;  Yu Yuan;  Zhou Yong
收藏  |  浏览/下载：112/0  |  提交时间：2018/07/30
ultra-high dimensional data  dichotomous classification  sure screening property