Variable Selection via Partial Correlation (Q5278090)

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scientific article; zbMATH DE number 6744400
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Variable Selection via Partial Correlation
scientific article; zbMATH DE number 6744400

    Statements

    Variable Selection via Partial Correlation (English)
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    13 July 2017
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    elliptical distribution
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    model selection consistency
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    partial correlation
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    partial faithfulness
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    sure screening property
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    ultrahigh dimensional linear model
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    variable selection
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    thresholded partial correlation (TPC)
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