文献详情
Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
文献类型：期刊
通讯作者：Zhao, PX (reprint author), Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China.
期刊名称：JOURNAL OF MULTIVARIATE ANALYSIS影响因子和分区
年：2019
卷：171
页码：37-52
ISSN：0047-259X
关键词：Generalized estimating equation; Generalized varying coefficient model; Nonparametric independence screening; Sure screening properties; Ultra-high longitudinal data
所属部门：统计学院
摘要：In this paper, we propose a nonparametric independence screening method for sparse ultra-high dimensional generalized varying coefficient models with longitudinal data. Our methods combine the ideas of sure independence screening (SIS) in sparse ultrahigh dimensional generalized linear models and varying coefficient models with the marginal generalized estimating equation (GEE) method, called NIS-GEE, considering both the marginal correlation between response and covariates, and the subject corr ...More
In this paper, we propose a nonparametric independence screening method for sparse ultra-high dimensional generalized varying coefficient models with longitudinal data. Our methods combine the ideas of sure independence screening (SIS) in sparse ultrahigh dimensional generalized linear models and varying coefficient models with the marginal generalized estimating equation (GEE) method, called NIS-GEE, considering both the marginal correlation between response and covariates, and the subject correlation for variable screening. The corresponding iterative algorithm is introduced to enhance the performance of the proposed NIS-GEE method. Furthermore it is shown that, under some regularity conditions, the proposed NIS-GEE method enjoys the sure screening properties. Simulation studies and a real data analysis are used to assess the performance of the proposed method. (C) 2018 Elsevier Inc. All rights reserved. ...Hide

DOI：10.1016/j.jmva.2018.11.002
百度学术：Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
语言：外文
人气指数：4
浏览次数：4
基金：National Social Science Foundation of China [18BTJ035]; Chongqing Research Program of Basic Theory and Advanced Technology, China [cstc2016jcyjA0151]; National Natural Science Foundation of ChinaNational Natural Science Foundation of China [11471335, 11471029, 11871001]; Beijing Natural Science Foundation, ChinaBeijing Natural Science Foundation [1182003]
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