Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables

DOI10.1080/00949655.2017.1389944OpenAlexW2766914217MaRDI QIDQ4960547

Yi Liu, Xiao-Lin Chen

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1389944

zbMATH Keywords

sure screening propertyranking consistency propertyconditional feature screeningquantile screening

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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