Variable screening in multivariate linear regression with high-dimensional covariates
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Publication:5880134
DOI10.1080/24754269.2021.1982607OpenAlexW3205456713MaRDI QIDQ5880134FDOQ5880134
Authors: Shiferaw B. Bizuayehu, Lu Li, Jin Xu
Publication date: 7 March 2023
Published in: Statistical Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/24754269.2021.1982607
variable selectiondimension reductionmultivariate regressionforward regressionmultiple correlation coefficient
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Cited In (7)
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions
- Variable screening based on Gaussian centered L-moments
- Feature screening for multiple responses
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
- Title not available (Why is that?)
- Grouped variable screening for ultra-high dimensional data for linear model
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