High dimensional ordinary least squares projection for screening variables (Q5378148)
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scientific article; zbMATH DE number 7064966
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| English | High dimensional ordinary least squares projection for screening variables |
scientific article; zbMATH DE number 7064966 |
Statements
High Dimensional Ordinary Least Squares Projection for Screening Variables (English)
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12 June 2019
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consistency
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forward regression
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generalized inverse
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high dimensionality
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lasso
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marginal correlation
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Moore-Penrose inverse
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ordinary least squares
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sure independent screening
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variable selection
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0.8124218583106995
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0.8041151762008667
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0.7972928881645203
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0.7900351881980896
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0.7826740741729736
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