Projection correlation between scalar and vector variables and its use in feature screening with multi-response data

DOI10.1080/00949655.2020.1753057OpenAlexW3016761896MaRDI QIDQ5036832

Xudong Huang, Qing Cheng, Zhiling Shen, Kai Xu

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1753057

zbMATH Keywords

independenceultrahigh dimensionalityfeature screeningprojection correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

A distribution-free test of independence based on a modified mean variance index ⋮ Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency

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