Model-free sure screening via maximum correlation
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Publication:276978
DOI10.1016/j.jmva.2016.02.014zbMath1383.62112arXiv1403.0048OpenAlexW1558368326MaRDI QIDQ276978
Publication date: 4 May 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.0048
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (7)
Consistent Screening Procedures in High-dimensional Binary Classification ⋮ Robust dependence measure for detecting associations in large data set ⋮ A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data ⋮ A consistent variable screening procedure with family-wise error control ⋮ Model‐free conditional screening for ultrahigh‐dimensional survival data via conditional distance correlation ⋮ Four simple axioms of dependence measures ⋮ Variable screening for high dimensional time series
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