Copula-based Partial Correlation Screening: a Joint and Robust Approach
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Publication:4986377
zbMath1467.62081arXiv1802.01227MaRDI QIDQ4986377
Publication date: 27 April 2021
Full work available at URL: https://arxiv.org/abs/1802.01227
Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32) Large deviations (60F10) Statistical aspects of big data and data science (62R07)
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Efficient estimation of the maximal association between multiple predictors and a survival outcome, Model-free feature screening via distance correlation for ultrahigh dimensional survival data
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