Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening

Author:

Li Lu,Ke Chenlu,Yin Xiangrong,Yu Zhou

Funder

National Science Foundation

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference29 articles.

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3. Homozygosity mapping with SNP arrays identifies TRIM32, an E3 ubiquitin ligase, as a Bardet Biedl syndrome gene (BBS11);Chiang;Proc. Natl. Acad. Sci.,2006

4. Nonparametric independence screening in sparse ultra-high-dimensional additive models;Fan;J. Am. Stat. Assoc.,2011

5. Sure independence screening for ultrahigh dimensional feature space;Fan;J. R. Stat. Soc., Ser. B, Stat. Methodol.,2008

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