Variable selection in regression using maximal correlation and distance correlation

DOI10.1080/00949655.2014.895354zbMath1457.62190OpenAlexW2021420335MaRDI QIDQ5220819

Maria L. Rizzo, C. Deniz Yenigün

Publication date: 27 March 2020

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

Full work available at URL: http://hdl.handle.net/11693/24125

zbMATH Keywords

nonlinear regressionvariable selectiondistance correlationmaximal correlation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Variable selection in functional additive regression models ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ An RKHS model for variable selection in functional linear regression ⋮ Feature selection based on distance correlation: a filter algorithm

Uses Software

• R
• energy
• acepack

Cites Work

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• Remarks on the maximum correlation coefficient

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