Feature screening for ultrahigh-dimensional additive logistic models
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Publication:2301064
DOI10.1016/j.jspi.2019.08.005zbMath1437.62152MaRDI QIDQ2301064
Xue-Jun Ma, Jing-Xiao Zhang, Lei Wang
Publication date: 28 February 2020
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.2019.08.005
feature screening; false selection rate; additive logistic models; sure independence screening property
62G08: Nonparametric regression and quantile regression
62J05: Linear regression; mixed models
62J12: Generalized linear models (logistic models)