A model-free variable selection method for reducing the number of redundant variables

DOI10.1080/02331888.2018.1515949zbMath1402.62165MaRDI QIDQ4559351

Changsheng Lin, Anchao Song, Tie-Feng Ma, Shao-Gao Lv

Publication date: 3 December 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2018.1515949

zbMATH Keywords

variable selection; sufficient dimension reduction; distance correlation; redundant variable; independent screening

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

Uses Software

• OSCAR
• mgcv

Cites Work

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