A consistent variable screening procedure with family-wise error control

DOI10.1080/00949655.2020.1724291MaRDI QIDQ5107774zbMATH OpenOpenAlexFDO

Authors Hangjin Jiang, Xiaodan Fan

Publication date 28 April 2020

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

Full work available at URL https://doi.org/10.1080/00949655.2020.1724291

zbMATH Keywords

consistent screeningHHG-CISmodel-freeultra-high dimensionvariable selection

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Robust rank correlation based screening
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Adaptive Lasso and Its Oracle Properties
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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