Sure independence screening in generalized linear models with NP-dimensionality

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

Jianqing Fan, Rui Song, 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

68Q32: Computational learning theory

62J12: Generalized linear models (logistic models)

60F10: Large deviations

62E99: Statistical distribution theory

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