Advanced search
Publication Cover
Journal of the American Statistical Association Volume 112, 2017 - Issue 518
Submit an article Journal homepage
2,522
Views
46
CrossRef citations to date
0
Altmetric
Theory and Methods

Variable Screening via Quantile Partial Correlation

Shujie MaDepartment of Statistics, University of California-Riverside, Riverside, CA
,
Runze LiDepartment of Statistics, The Pennsylvania State University, University Park, PA
&
Chih-Ling TsaiGraduate School of Management, University of California-Davis, Davis, CA
Pages 650-663 | Received 01 Apr 2015, Published online: 30 Mar 2017

Citations (46)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (8)

Wei Xiong, Maozai Tian, Manlai Tang & Han Pan. (2023) Robust and sparse learning of varying coefficient models with high-dimensional features. Journal of Applied Statistics 50:16, pages 3312-3336.
Read now
Antonio F. Galvao & Jungmo Yoon. (2023) HAC Covariance Matrix Estimation in Quantile Regression. Journal of the American Statistical Association 0:0, pages 1-12.
Read now
Wenlu Tang, Jinhan Xie, Yuanyuan Lin & Niansheng Tang. (2022) Quantile Correlation-based Variable Selection. Journal of Business & Economic Statistics 40:3, pages 1081-1093.
Read now
Kashif Yousuf & Yang Feng. (2022) Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting. Journal of Business & Economic Statistics 40:3, pages 1007-1019.
Read now
Wanjun Liu, Yuan Ke, Jingyuan Liu & Runze Li. (2022) Model-Free Feature Screening and FDR Control With Knockoff Features. Journal of the American Statistical Association 117:537, pages 428-443.
Read now
Tingyou Zhou, Liping Zhu, Chen Xu & Runze Li. (2020) Model-Free Forward Screening Via Cumulative Divergence. Journal of the American Statistical Association 115:531, pages 1393-1405.
Read now
Shishi Liu, Xiangjie Li & Jingxiao Zhang. (2020) Ultrahigh dimensional feature screening for additive model with multivariate response. Journal of Statistical Computation and Simulation 90:5, pages 775-799.
Read now
Jing Pan, Shucong Zhang & Yong Zhou. (2019) Variable screening for ultrahigh dimensional censored quantile regression. Journal of Statistical Computation and Simulation 89:3, pages 395-413.
Read now

Articles from other publishers (38)

Hao Chen, Zhilang Zhang, Weikun Li, Qimeng Liu, Kai Sun, Dixia Fan & Weicheng Cui. (2024) Ensemble of surrogates in black-box-type engineering optimization: Recent advances and applications. Expert Systems with Applications 248, pages 123427.
Crossref
Xuejun Jiang, Yakun Liang & Haofeng Wang. (2024) Screen then select: a strategy for correlated predictors in high-dimensional quantile regression. Statistics and Computing 34:3.
Crossref
Xinyu Zhang, Hongwei Shi, Niwen Zhou, Falong Tan & Xu Guo. (2024) Quantile generalized measures of correlation. Statistics and Computing 34:2.
Crossref
Jingyuan Liu, Ao Sun & Yuan Ke. (2024) A generalized knockoff procedure for FDR control in structural change detection. Journal of Econometrics 239:2, pages 105331.
Crossref
萌 司. (2024) Selection of Ultra-High Dimensional Classification Feature Variables Based on GINI Correlation Coefficient. Advances in Applied Mathematics 13:03, pages 967-980.
Crossref
Tzu-Jung Huang, Alex Luedtke & Ian W. McKeague. (2023) Efficient estimation of the maximal association between multiple predictors and a survival outcome. The Annals of Statistics 51:5.
Crossref
Eun Ryung Lee, Seyoung Park, Sang Kyu Lee & Hyokyoung G. Hong. (2023) Quantile forward regression for high-dimensional survival data. Lifetime Data Analysis 29:4, pages 769-806.
Crossref
Jinhan Xie, Xianwen Ding, Bei Jiang, Xiaodong Yan & Linglong Kong. (2023) High‐dimensional model averaging for quantile regression. Canadian Journal of Statistics.
Crossref
Jingxuan Luo, Lili Yue & Gaorong Li. (2023) Overview of High-Dimensional Measurement Error Regression Models. Mathematics 11:14, pages 3202.
Crossref
Yundong Tu & Siwei Wang. (2023) Variable Screening and Model Averaging for Expectile Regressions. Oxford Bulletin of Economics and Statistics 85:3, pages 574-598.
Crossref
Chao Hui Guo, Jing Lv, Hu Yang, Jing Wen Tu & Chen Xiao Tian. (2023) Semiparametric Model Averaging for Ultrahigh-Dimensional Conditional Quantile Prediction. Acta Mathematica Sinica, English Series 39:6, pages 1171-1202.
Crossref
Wei Xiong, Han Pan, Jianrong Wang & Maozai Tian. (2023) An efficient model‐free approach to interaction screening for high dimensional data. Statistics in Medicine 42:10, pages 1583-1605.
Crossref
Lu Li, Chenlu Ke, Xiangrong Yin & Zhou Yu. (2023) Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening. Computational Statistics & Data Analysis 180, pages 107618.
Crossref
Songqiao Tang, Huiyu Wang, Guanao Yan & Lixin Zhang. (2022) Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression. Metrika 86:2, pages 149-179.
Crossref
Xiaochao Xia & Hao Ming. (2022) A Flexibly Conditional Screening Approach via a Nonparametric Quantile Partial Correlation. Mathematics 10:24, pages 4638.
Crossref
Zhuo Chen & Kang Tian. (2022) Optimization of Evaluation Indicators for Driver’s Traffic Literacy: An Improved Principal Component Analysis Method. SAGE Open 12:2, pages 215824402211052.
Crossref
Daoji Li, Yinfei Kong, Zemin Zheng & Jianxin Pan. 2022. The Palgrave Handbook of Operations Research. The Palgrave Handbook of Operations Research 805 834 .
Juming Pan. (2021) Improved two-stage model averaging for high-dimensional linear regression, with application to Riboflavin data analysis. BMC Bioinformatics 22:1.
Crossref
Chaohui Guo, Jing Lv & Jibo Wu. (2021) Composite quantile regression for ultra-high dimensional semiparametric model averaging. Computational Statistics & Data Analysis 160, pages 107231.
Crossref
Xiaolin Chen, Catherine Chunling Liu & Sheng Xu. (2020) An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox’s model. Computational Statistics 36:2, pages 885-910.
Crossref
Run Wang, Somak Dutta & Vivekananda Roy. (2020) A note on marginal correlation based screening. Statistical Analysis and Data Mining: The ASA Data Science Journal 14:1, pages 88-92.
Crossref
Naifei Zhao, Qingsong Xu, Man-lai Tang & Hong Wang. (2020) Variable Screening for Near Infrared (NIR) Spectroscopy Data Based on Ridge Partial Least Squares Regression. Combinatorial Chemistry & High Throughput Screening 23:8, pages 740-756.
Crossref
Zemin Zheng, Haiyu Shi, Yang Li & Hui Yuan. (2020) Uniform joint screening for ultra-high dimensional graphical models. Journal of Multivariate Analysis 179, pages 104645.
Crossref
Xiaoxia Li, Niansheng Tang, Jinhan Xie & Xiaodong Yan. (2020) A nonparametric feature screening method for ultrahigh-dimensional missing response. Computational Statistics & Data Analysis 142, pages 106828.
Crossref
Yeqing Zhou, Jingyuan Liu & Liping Zhu. (2020) Test for conditional independence with application to conditional screening. Journal of Multivariate Analysis 175, pages 104557.
Crossref
Xirong Chen, Degui Li, Qi Li & Zheng Li. (2019) Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates. Journal of Econometrics 212:2, pages 433-450.
Crossref
Yaqing Xu, Mengyun Wu, Qingzhao Zhang & Shuangge Ma. (2019) Robust identification of gene-environment interactions for prognosis using a quantile partial correlation approach. Genomics 111:5, pages 1115-1123.
Crossref
Yinfei Kong, Yujie Li & Dawit Zerom. (2019) Screening and selection for quantile regression using an alternative measure of variable importance. Journal of Multivariate Analysis 173, pages 435-455.
Crossref
Yi Liu. (2019) Feature Screening for Ultrahigh-dimensional Censored Data with Varying Coefficient Single-index Model. Acta Mathematicae Applicatae Sinica, English Series 35:4, pages 845-861.
Crossref
Jan G. De Gooijer & Dawit Zerom. (2019) Semiparametric quantile averaging in the presence of high-dimensional predictors. International Journal of Forecasting 35:3, pages 891-909.
Crossref
Shen Zhang, Peixin Zhao, Gaorong Li & Wangli Xu. (2019) Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data. Journal of Multivariate Analysis 171, pages 37-52.
Crossref
Guangren Yang, Weixin Yao & Sijia Xiang. (2019) Sure independence screening in ultrahigh dimensional generalized additive models. Journal of Statistical Planning and Inference 199, pages 126-135.
Crossref
Donald Lien & Zijun Wang. (2018) Quantile information share. Journal of Futures Markets 39:1, pages 38-55.
Crossref
Kai Xu & Xudong Huang. (2018) Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation. Science China Mathematics 61:10, pages 1907-1922.
Crossref
Jing Pan, Yuan Yu & Yong Zhou. (2018) Nonparametric independence feature screening for ultrahigh-dimensional survival data. Metrika 81:7, pages 821-847.
Crossref
Shucong Zhang & Yong Zhou. (2018) Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations. Journal of Multivariate Analysis 165, pages 1-13.
Crossref
Antonio F. Galvao & Jungmo Yoon. (2021) HAC Covariance Matrix Estimation in Quantile Regression. SSRN Electronic Journal.
Crossref
Jan G. De Gooijer & Dawit Zerom. (2017) Semiparametric Quantile Averaging in the Presence of High-Dimensional Predictors. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.