The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data

DOI10.1016/j.spl.2017.03.012zbMath1381.62176arXiv1701.01560MaRDI QIDQ2405946

Arlene K. H. Kim, Seung Jun Shin

Publication date: 28 September 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.01560

zbMATH Keywords

cumulative slicing; Kolmogorov filter; model-free marginal screening

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62H30: Classification and discrimination; cluster analysis (statistical aspects)