Unified mean-variance feature screening for ultrahigh-dimensional regression
DOI10.1007/s00180-021-01184-2zbMath1505.62417OpenAlexW4205886992MaRDI QIDQ2095721
Liming Wang, Xiaoqing Wang, Peng Lai, Xingxiang Li
Publication date: 15 November 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-021-01184-2
mean-variancesure screening propertyultrahigh-dimensional datakernel smoothing estimateunified marginal utility
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12)
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