Robust feature screening procedures for single and mixed types of data-Reference-Cited by-同舟云学术

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Robust feature screening procedures for single and mixed types of data

Published:2020-02-04 Issue:7 Volume:90 Page:1173-1193
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Sun Jinhui¹,Du Pang²,Miao Hongyu³,Liang Hua⁴

Affiliation:

1. Ping An Technology Co., Ltd., Beijing, People's Republic of China

2. Department of Statistics, Virginia Tech, Blacksburg, VA, USA

3. Department of Biostatistics, University of Texas Health Science Center at Houston, Houston, TX, USA

4. Department of Statistics, George Washington University, Washington, DC, USA

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2020.1719104

Reference40 articles.

1. Estimating the Dimension of a Model

2. Some Comments onCp

3. The Risk Inflation Criterion for Multiple Regression

4. Risk bounds for model selection via penalization

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