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Effect of heavy tails on ultra high dimensional variable ranking methods

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Publication:2905102
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DOI10.5705/SS.2011.036zbMath1257.62057OpenAlexW2150028266MaRDI QIDQ2905102

Aurore Delaigle

Publication date: 24 August 2012

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/869878571dfc2c24331aaf5df9335f74c3f1370a


zbMATH Keywords

heavy tailscorrelationsvariable selectionfeature selectionnonparametric statisticsStudentising


Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistics of extreme values; tail inference (62G32) Biochemistry, molecular biology (92C40) Genetics and epigenetics (92D10)


Related Items (5)

New hard-thresholding rules based on data splitting in high-dimensional imbalanced classification ⋮ Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening ⋮ Impacts of high dimensionality in finite samples ⋮ Ranking-Based Variable Selection for high-dimensional data ⋮ LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS


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  • corpor






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