Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening (Q4975579)
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scientific article; zbMATH DE number 6757125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening |
scientific article; zbMATH DE number 6757125 |
Statements
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening (English)
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7 August 2017
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conditional mean
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feature screening
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high-dimensional inference
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sure screening property
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