Adaptive model-free sure independence screening

DOI10.4310/SII.2017.v10.n3.a4zbMath1388.62172MaRDI QIDQ1748657

Xianqiang Yang

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

false discovery rate; distance correlation; adaptive threshold; ultra-high dimensional data

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62H20: Measures of association (correlation, canonical correlation, etc.)