High Dimensional Ordinary Least Squares Projection for Screening Variables (Q5378148)

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scientific article; zbMATH DE number 7064966
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High Dimensional Ordinary Least Squares Projection for Screening Variables
scientific article; zbMATH DE number 7064966

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    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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