Model-Free Forward Screening Via Cumulative Divergence

DOI10.1080/01621459.2019.1632078zbMath1441.62185OpenAlexW2949372305MaRDI QIDQ5120676

Tingyou Zhou, Chen Xu, Li-ping Zhu, Run-Ze Li

Publication date: 15 September 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7821979

zbMATH Keywords

high dimensionalityvariable selectionsure screening propertyfeature screeningcumulative divergenceforward screening

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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