SIS (Q20192)
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Sure Independence Screening
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | SIS |
Sure Independence Screening |
Statements
Jianqing Fan
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Diego Franco Saldana
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Richard Samworth
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Arce Domingo Relloso
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14 March 2026
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Variable selection techniques are essential tools for model selection and estimation in high-dimensional statistical models. Through this publicly available package, we provide a unified environment to carry out variable selection using iterative sure independence screening (SIS) (Fan and Lv (2008)<doi:10.1111/j.1467-9868.2008.00674.x>) and all of its variants in generalized linear models (Fan and Song (2009)<doi:10.1214/10-AOS798>) and the Cox proportional hazards model (Fan, Feng and Wu (2010)<doi:10.1214/10-IMSCOLL606>).
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Identifiers
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