Ranking-Based Variable Selection for high-dimensional data

DOI10.5705/SS.202017.0139zbMath1460.62033OpenAlexW3094221292WikidataQ129239381 ScholiaQ129239381MaRDI QIDQ5134486

R. Baranowski, Piotr Fryzlewicz, Yining Chen

Publication date: 16 November 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/90233/

zbMATH Keywords

bootstrapsubset selectionvariable screeningstability selection

Mathematics Subject Classification ID

Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Statistical ranking and selection procedures (62F07)

Related Items (4)

A nonparametric procedure for linear and nonlinear variable screening ⋮ Model-Free Variable Selection With Matrix-Valued Predictors ⋮ Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization ⋮ rbvs

Uses Software

• R
• SIS
• not

Cites Work

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