Variable selection in regression using maximal correlation and distance correlation
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Publication:5220819
DOI10.1080/00949655.2014.895354zbMath1457.62190MaRDI QIDQ5220819
Maria L. Rizzo, C. Deniz Yenigün
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/24125
62J05: Linear regression; mixed models
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H20: Measures of association (correlation, canonical correlation, etc.)
Related Items
Feature selection based on distance correlation: a filter algorithm, An Updated Literature Review of Distance Correlation and Its Applications to Time Series, An RKHS model for variable selection in functional linear regression, Variable selection in functional additive regression models
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Cites Work
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