High-dimensional variable screening through kernel-based conditional mean dependence

DOI10.1016/j.jspi.2022.10.002zbMath1502.62044OpenAlexW4307062316MaRDI QIDQ2112254

Kai Xu, Jinjiao Cheng, Dao-Jiang He

Publication date: 9 January 2023

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2022.10.002

zbMATH Keywords

sure screening propertyHilbert-Schmidt normranking consistency propertyconditional mean dependence

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Conditional mean embedding and optimal feature selection via positive definite kernels ⋮ Partial sufficient variable screening with categorical controls

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