Variable screening for high dimensional time series (Q1746535)
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scientific article; zbMATH DE number 6864473
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| English | Variable screening for high dimensional time series |
scientific article; zbMATH DE number 6864473 |
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Variable screening for high dimensional time series (English)
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25 April 2018
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high-dimensional statistics
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sparsity
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Lasso
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time series
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functional dependence measure
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variable selection
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Nagaev inequality
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sure independence screening
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0.7973664999008179
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0.7913005948066711
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0.7707428336143494
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0.7655132412910461
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0.7648566961288452
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