Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening
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Publication:5208077
DOI10.1080/01621459.2018.1514305zbMath1428.62340OpenAlexW2889315607MaRDI QIDQ5208077
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Publication date: 15 January 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2018.1514305
kernel regressionvariable screeningbinarizationtest of independenceultrahigh dimensionalityself-equitability
Nonparametric regression and quantile regression (62G08) Analysis of variance and covariance (ANOVA) (62J10)
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