A Model-free Variable Screening Method Based on Leverage Score

DOI10.1080/01621459.2021.1918554zbMath1514.62015arXiv2109.09936MaRDI QIDQ6107196

Yiwen Liu, Peng Zeng, Wenxuan Zhong

Publication date: 3 July 2023

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

Full work available at URL: https://arxiv.org/abs/2109.09936

zbMATH Keywords

singular value decompositionvariable screeningBayesian information criterialeverage scoregeneral index model

Mathematics Subject Classification ID

General nonlinear regression (62J02) Statistical aspects of information-theoretic topics (62B10)

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