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Sure explained variability and independence screening

Published:2017-09-21 Issue:4 Volume:29 Page:849-883
ISSN:1048-5252
Container-title:Journal of Nonparametric Statistics
language:en
Short-container-title:Journal of Nonparametric Statistics

Author:

Chen Min¹²,Lian Yimin¹,Chen Zhao³,Zhang Zhengjun⁴

Affiliation:

1. School of Management, University of Science and Technology of China, Hefei City, People's Republic of China

2. AMSS, The Chinese Academy of Sciences, Beijing, People's Republic of China

3. Department of Statistics, Pennsylvania State University, State College, PA, USA

4. Department of Statistics, University of Wisconsin, Madison, WI, USA

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10485252.2017.1375111

Reference21 articles.

1. The Dantzig selector: Statistical estimation when p is much larger than n

2. Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

3. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

4. Sure independence screening for ultrahigh dimensional feature space

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