Fused mean-variance filter for feature screening

DOI10.1016/j.csda.2017.10.008zbMath1469.62169OpenAlexW2584806662WikidataQ57535640 ScholiaQ57535640MaRDI QIDQ1662311

Xiaodong Yan, Jinhan Xie, Xianwen Ding, Nian Sheng Tang, Zhi-Qiang Wang

Publication date: 17 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2017.10.008

zbMATH Keywords

sure screening propertyslicing methodranking consistency propertyultrahigh dimensional datafused mean-variance filter

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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• Comment
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