Conditional Sure Independence Screening

Author:

Barut Emre1,Fan Jianqing2,Verhasselt Anneleen3

Affiliation:

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

2. Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ, USA, and School of Data Science, Fudan University, Shanghai, China

3. Interuniversity Institute for Biostatistics and Statistical Bioinformatics, CenStat, Universiteit Hasselt, Hasselt, Belgium

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference24 articles.

1. Barut, E., Fan, J., and Verhasselt, A. (2015), “Supplementary Material for Conditional Sure Independence Screening,” available at http://amstat.tandfonline.com/doi/suppl/10.1080/01621459.2015.1092974#.Vt3YtJMrK7o.

2. Simultaneous analysis of Lasso and Dantzig selector

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

4. Least angle regression

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

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