Sure independence screening in generalized linear models with NP-dimensionality

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Publication:140975

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DOI10.1214/10-aos798zbMath1206.68157arXiv0903.5255OpenAlexW2016119924MaRDI QIDQ140975

Rui Song, Jianqing Fan, Rui Song, Jianqing Fan

Publication date: 1 December 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.5255

zbMATH Keywords

variable selection generalized linear models independent learning sure independent screening

Mathematics Subject Classification ID

Computational learning theory (68Q32) Generalized linear models (logistic models) (62J12) Large deviations (60F10) Statistical distribution theory (62E99)

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