A selective overview of feature screening for ultrahigh-dimensional data

DOI10.1007/s11425-015-5062-9zbMath1327.62345OpenAlexW2253799652WikidataQ31037464 ScholiaQ31037464MaRDI QIDQ892795

Wei Zhong, Jingyuan Liu, Run-Ze Li

Publication date: 12 November 2015

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4711389

zbMATH Keywords

distance correlationsure screening propertysure independence screeningultrahigh-dimensional datacorrelation learningsure joint screening

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Uses Software

• hgam

Cites Work

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