An iterative approach to distance correlation-based sure independence screening

DOI10.1080/00949655.2014.928820zbMath1457.62031OpenAlexW2032066297MaRDI QIDQ5220866

Wei Zhong, Li-ping Zhu

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.928820

zbMATH Keywords

variable selectiondistance correlationsure screening propertyultrahigh dimensionalityindependence screening

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Uses Software

• glmnet
• SIS

Cites Work

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