Feature screening via Bergsma-Dassios sign correlation learning

DOI10.4310/20-SII662OpenAlexW3180468356MaRDI QIDQ2073544

Xinxin Hao, Lei He, Kai Xu, Youxin Liu, Dao-Jiang He

Publication date: 2 February 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/20-sii662

zbMATH Keywords

sure screening propertyfeature screeningranking consistency propertyBergsma-Dassios sign correlationKendall \(\tau\)minimum model size

Mathematics Subject Classification ID

Statistics (62-XX)

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