Variable Selection via Partial Correlation
From MaRDI portal
Publication:5278090
DOI10.5705/ss.202015.0473zbMath1372.62017WikidataQ53187801 ScholiaQ53187801MaRDI QIDQ5278090
Jingyuan Liu, Run-Ze Li, Lejia Lou
Publication date: 13 July 2017
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5484095
variable selection; elliptical distribution; sure screening property; partial correlation; model selection consistency; partial faithfulness; thresholded partial correlation (TPC); ultrahigh dimensional linear model
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62H20: Measures of association (correlation, canonical correlation, etc.)