A model-free feature screening approach based on kernel density estimation

DOI10.1080/00949655.2017.1334779OpenAlexW2621394698MaRDI QIDQ5106938

Jing-Xiao Zhang, Xiang-Jie Li, Lei Wang

Publication date: 22 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2017.1334779

zbMATH Keywords

kernel density estimatefeature screeningcomposite Simpson's ruleprobability density function distanceultrahigh-dimensional

Mathematics Subject Classification ID

Density estimation (62G07) Statistical ranking and selection procedures (62F07) Numerical integration (65D30)

Cites Work

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