Robust model averaging prediction of longitudinal response with ultrahigh-dimensional covariates

Keyphrases

• Model Averaging 100%
• Ultrahigh Dimensional Covariates 100%
• Longitudinal Response 100%
• Model Selection 20%
• Prediction Accuracy 20%
• Simulation Study 20%
• Ultra-high 20%
• Asymptotic Properties 20%
• Performance Prediction 20%
• Ensemble Methods 20%
• Error Distribution 20%
• Robust Prediction 20%
• Heavy-tailed Errors 20%
• Human Microbiome 20%
• Longitudinal Data 20%
• Variable Screening 20%
• Two-stage Procedure 20%
• Screening Consistency 20%
• Fast Prediction 20%
• Modified Cholesky Decomposition 20%
• Screening Performance 20%
• Potential Outliers 20%
• Cross-sectional Data Analysis 20%
• Rank-based Estimation 20%
• Step Model 20%
• Estimation Function 20%
• Cholesky Decomposition Method 20%
• Longitudinal Correlation 20%

Mathematics

• Covariate 100%
• Simulation Study 50%
• Asymptotic Property 50%
• Error Distribution 50%
• Outlier 50%
• Longitudinal Data 50%
• Decomposition Method 50%
• Accurate Prediction 50%
• Cholesky's Decomposition 50%
• Cross-Sectional Data 50%
• Microbiome 50%
• Model Set 50%