Interaction pursuit in high-dimensional multi-response regression via distance correlation
From MaRDI portal
Publication:2012211
DOI10.1214/16-AOS1474zbMath1368.62140arXiv1605.03315OpenAlexW2964150627MaRDI QIDQ2012211
Jinchi Lv, Daoji Li, Yinfei Kong, Yingying Fan
Publication date: 28 July 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.03315
high dimensionalitysparsitydistance correlationinteraction pursuitmulti-response regressionsquare transformation
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Statistical ranking and selection procedures (62F07)
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