Model-free variable selection for conditional mean in regression

DOI10.1016/J.CSDA.2020.107042OpenAlexW3037098206MaRDI QIDQ830544

Zhou Yu, Yuexiao Dong, Li-ping Zhu

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107042

zbMATH Keywords

variable selection consistencysure independence screeningstepwise regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Partial sufficient variable screening with categorical controls

Uses Software

• glmnet

Cites Work

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