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stat.ME2018
Sufficient variable screening via directional regression with censored response
Menghao Xu, Zhou Yu, Jun Shao
We in this paper propose a directional regression based approach for ultrahigh dimensional sufficient variable screening with censored responses. The new method is designed in a mo…
stat.ME2014
Trace Pursuit: A General Framework for Model-Free Variable Selection
Zhou Yu, Yuexiao Dong, Li-Xing Zhu
We propose trace pursuit for model-free variable selection under the sufficient dimension reduction paradigm. Two distinct algorithms are proposed: stepwise trace pursuit and forwa…