Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
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Publication:2079620
DOI10.1016/j.jmva.2022.105081OpenAlexW3202312686MaRDI QIDQ2079620
Publication date: 30 September 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.03145
distance correlationsure screening propertyfeature screeningmultivariate rankultrahigh dimensional data analysis
Measures of association (correlation, canonical correlation, etc.) (62H20) Characteristic functions; other transforms (60E10)
Uses Software
Cites Work
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