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Quantile-Adaptive Model-Free Variable Screening For High-Dimensional Heterogeneous Data by yx20021010141592 is a document available to read on EtoBox.
What is Quantile-Adaptive Model-Free Variable Screening For High-Dimensional Heterogeneous Data about?
This paper introduces a quantile-adaptive, model-free variable screening method for high-dimensional heterogeneous data, which allows the active set of variables to vary across quantiles and avoids the need for a specified statistical model. The proposed method utilizes spline approximations to model marginal effects and demonstrates the sure screening property, even in the presence of random right censoring. Numerical studies validate its effectiveness in extracting quantile-specific information from compl
- Author
- yx20021010141592
- Language
- EN