A sequential approach to feature selection in high-dimensional additive models

DOI10.1016/j.jspi.2021.04.004zbMath1477.62217OpenAlexW3159599624MaRDI QIDQ2242862

Zehua Chen, Yuan Gong

Publication date: 10 November 2021

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.2021.04.004

zbMATH Keywords

feature selectionhigh-dimensionaladditive modelsequential approachcorrelation search

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Statistical ranking and selection procedures (62F07)

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