Marginal empirical likelihood and sure independence feature screening

DOI10.1214/13-AOS1139zbMath1277.62109arXiv1306.4408OpenAlexW3104361694WikidataQ41863605 ScholiaQ41863605MaRDI QIDQ385789

Cheng Yong Tang, Yichao Wu, Jinyuan Chang

Publication date: 11 December 2013

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

Full work available at URL: https://arxiv.org/abs/1306.4408

zbMATH Keywords

large deviations high-dimensional data analysis sure independence screening

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Nonparametric estimation (62G05)

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ElemStatLearn

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