Projection quantile correlation and its use in high-dimensional grouped variable screening
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Publication:2072410
DOI10.1016/j.csda.2021.107369OpenAlexW3206837131MaRDI QIDQ2072410
Yong Niu, Yuefeng Si, Ji-cai Liu, Ri-quan Zhang
Publication date: 26 January 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2021.107369
projection methodhigh-dimensional datadistance correlationquantile correlationgroup variable screening
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