The fused Kolmogorov filter: a nonparametric model-free screening method

DOI10.1214/14-AOS1303zbMath1431.62216arXiv1403.7701MaRDI QIDQ2515487

Hui Zou, Qing Mai

Publication date: 5 August 2015

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

Full work available at URL: https://arxiv.org/abs/1403.7701

zbMATH Keywords

high-dimensional datavariable screeningsure screening property

Mathematics Subject Classification ID

Nonparametric inference (62G99)

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Uses Software

• R
• MASS (R)
• ElemStatLearn
• gglasso

Cites Work

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