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Model-free feature screening via a modified composite quantile correlation - MaRDI portal

Model-free feature screening via a modified composite quantile correlation (Q2407077)

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Model-free feature screening via a modified composite quantile correlation
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    Model-free feature screening via a modified composite quantile correlation (English)
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    28 September 2017
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    modified composite quantile correlation
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    feature screening
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    sure screening property
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    rank consistency property
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