Feature Screening via Distance Correlation Learning

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DOI10.1080/01621459.2012.695654zbMath1443.62184arXiv1205.4701OpenAlexW2164092415WikidataQ34219010 ScholiaQ34219010MaRDI QIDQ4648557

Wei Zhong, Li-ping Zhu, Run-Ze Li

Publication date: 9 November 2012

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.4701

zbMATH Keywords

variable selection sure screening property sure independence screening ultrahigh dimensionality

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12)

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