High-dimensional influence measure

DOI10.1214/13-AOS1165zbMath1360.62411arXiv1311.6636OpenAlexW3102467863WikidataQ57425445 ScholiaQ57425445MaRDI QIDQ2438764

Lexin Li, Hansheng Wang, Chenlei Leng, Jun-Long Zhao

Publication date: 6 March 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.6636

zbMATH Keywords

Lassovariable screeningCook's distanceinfluential observationhigh-dimensional diagnosismarginal correlations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Diagnostics, and linear inference and regression (62J20)

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