Variable Selection via Partial Correlation

DOI10.5705/ss.202015.0473zbMath1372.62017OpenAlexW2588804103WikidataQ53187801 ScholiaQ53187801MaRDI QIDQ5278090

Lejia Lou, Jingyuan Liu, Run-Ze Li

Publication date: 13 July 2017

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5484095

zbMATH Keywords

variable selectionelliptical distributionsure screening propertypartial correlationmodel selection consistencypartial faithfulnessthresholded partial correlation (TPC)ultrahigh dimensional linear model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail ⋮ Estimation of conditional mean operator under the bandable covariance structure ⋮ High-dimensional linear mixed model selection by partial correlation ⋮ Variable selection for partially linear models via partial correlation

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