Feature screening in ultrahigh-dimensional generalized varying-coefficient models

Keyphrases

• Feature Screening 100%
• Ultrahigh-dimensional 100%
• Screening Method 66%
• Monte Carlo Simulation 33%
• Dynamic Effects 33%
• Finite Sample Performance 33%
• Sure Screening Property 33%
• Quasi-likelihood 33%
• Binary Response 33%

Mathematics

• Covariate 100%
• Monte Carlo 50%
• Probability Theory 50%
• Real Data 50%
• Quasi-Likelihood 50%