Ultrahigh dimensional feature screening for additive model with multivariate response

DOI10.1080/00949655.2019.1703371OpenAlexW2998325169WikidataQ126418531 ScholiaQ126418531MaRDI QIDQ5107740

Shishi Liu, Jing-Xiao Zhang, Xiang-Jie Li

Publication date: 28 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2019.1703371

zbMATH Keywords

generalized correlationadditive modelsure screeningfeature screeningmultivariate responseranking consistency

Mathematics Subject Classification ID

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

Cites Work

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• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
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• Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis

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