Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
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Publication:4975579
DOI10.1080/01621459.2014.887012zbMath1368.62157OpenAlexW1978494876MaRDI QIDQ4975579
Publication date: 7 August 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2014.887012
Nonparametric regression and quantile regression (62G08) Martingales with discrete parameter (60G42) Measures of association (correlation, canonical correlation, etc.) (62H20)
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