Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation

DOI10.1016/J.JMVA.2022.105081OpenAlexW3202312686MaRDI QIDQ2079620FDOQ2079620

Authors: Shaofei Zhao, Guifang Fu 

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.03145

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zbMATH Keywords

distance correlationsure screening propertyfeature screeningmultivariate rankultrahigh dimensional data analysis

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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Cited In (3)

• Adjusted feature screening for ultra-high dimensional missing response
• Feature screening via distance correlation learning
• Model-free conditional screening via conditional distance correlation

Uses Software

• rhalton
• TCGA-assembler

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