New perspectives on knockoffs construction (Q2095099)

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New perspectives on knockoffs construction
scientific article

    Statements

    title
    New perspectives on knockoffs construction (English)
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    author
    Patrizia Berti
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    Emanuela Dreassi
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    Fabrizio Leisen
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    Luca Pratelli
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    Pietro Rigo
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    publication date
    9 November 2022
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    zbMATH Keywords
    conditional independence
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    copulas
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    high-dimensional regression
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    knockoffs
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    multivariate dependence
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    variable selection
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    Identifiers

    Mathematics Subject Classification ID
    62E10
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    62H05
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    60E05
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    62J02
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    zbMATH DE Number
    7614035
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