Group feature screening via the F statistic

DOI10.1080/03610918.2019.1691223OpenAlexW2990305646WikidataQ126661837 ScholiaQ126661837MaRDI QIDQ5082942

Won Chul Song, Jun Xie

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1691223

zbMATH Keywords

sure screening propertymultiple regressionfeature screeningultrahigh dimension

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
• Detection boundary and higher criticism approach for rare and weak genetic effects
• Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
• Robust rank correlation based screening
• Principled sure independence screening for Cox models with ultra-high-dimensional covariates
• Powerful test based on conditional effects for genome-wide screening
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
• Asymptotic Expansion of the Null Distribution of LR Statistic for Multivariate Linear Hypothesis when the Dimension is Large
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Feature Screening via Distance Correlation Learning
• Regularization and Variable Selection Via the Elastic Net
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