Robust sure independence screening for ultrahigh dimensional non-normal data

DOI10.1007/s10114-014-3694-2zbMath1305.62092MaRDI QIDQ477878

Yong-Cai Geng, Sumit K. Garg

Publication date: 10 December 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-014-3694-2

zbMATH Keywords

robustness; variable selection; sure screening property; sure independence screening; ultrahigh dimensionality

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H20: Measures of association (correlation, canonical correlation, etc.)

62F07: Statistical ranking and selection procedures