Robust rank correlation based screening (Q693749)

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Robust rank correlation based screening
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    title
    Robust rank correlation based screening (English)
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    DOI
    10.1214/12-AOS1024
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    author
    Heng Peng
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    Jun Zhang
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    Gao Rong Li
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    Li Xing Zhu
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    publication date
    10 December 2012
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    Mathematics Subject Classification ID
    62H20
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    62G08
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    62G35
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    62J12
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    62F35
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    zbMATH DE Number
    6114732
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    zbMATH Keywords
    variable selection
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    dimensionality reduction
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    semiparametric models
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    large \(p\) small \(n\)
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    SIS
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