Model-Free Feature Screening for Ultrahigh Dimensional Data through a Modified Blum-Kiefer-Rosenblatt Correlation (Q4571212)
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scientific article; zbMATH DE number 6899391
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English | Model-Free Feature Screening for Ultrahigh Dimensional Data through a Modified Blum-Kiefer-Rosenblatt Correlation |
scientific article; zbMATH DE number 6899391 |
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Model-Free Feature Screening for Ultrahigh Dimensional Data through a Modified Blum-Kiefer-Rosenblatt Correlation (English)
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6 July 2018
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Blum-Kiefer-Rosenblatt correlation
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feature screening
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independence test
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ranking consistency property
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sure screening property
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extreme values
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