Martingale difference correlation and its use in high-dimensional variable screening (Q4975579)
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scientific article; zbMATH DE number 6757125
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| English | Martingale difference correlation and its use in high-dimensional variable screening |
scientific article; zbMATH DE number 6757125 |
Statements
Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening (English)
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7 August 2017
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conditional mean
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feature screening
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high-dimensional inference
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sure screening property
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0.8317820429801941
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0.7894274592399597
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0.7853017449378967
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0.7846618294715881
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