Interaction screening by partial correlation

DOI10.4310/SII.2018.v11.n2.a9MaRDI QIDQ1782118

Hao Helen Zhang, Yue Selena Niu, Ning Hao

Publication date: 18 September 2018

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

zbMATH Keywords

high dimensional data; variable screening; rank correlation; interaction effects; quadratic regression; marginal statistic

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

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

62F07: Statistical ranking and selection procedures