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High dimensional ordinary least squares projection for screening variables

  • Published:2015-11-08 Issue:3 Volume:78 Page:589-611
  • ISSN:1369-7412
  • Container-title:Journal of the Royal Statistical Society: Series B (Statistical Methodology)
  • language:en
  • Short-container-title:J. R. Stat. Soc. B

Author:

Wang Xiangyu1,Leng Chenlei2

Affiliation:

1. Duke University; Durham USA

2. University of Warwick; Coventry UK

Funder

National Institutes of Health

National Institute of Environmental Health Sciences

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference40 articles.

1. Methodologies in spectral analysis of large dimensional random matrices, a review;Bai;Statist. Sin.,1999

2. Barut , E. Fan , J. Verhasselt , A. 2012 Conditional sure independence screening Technical Report Princeton University Princeton

3. Breheny , P. Huang , J. 2013 Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors Technical Report

4. The Dantzig selector: statistical estimation when p is much larger than n (with discussion);Candès;Ann. Statist.,2007

5. Extended Bayesian information criteria for model selection with large model spaces;Chen;Biometrika,2008

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