Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions

DOI10.1016/j.jspi.2023.01.004OpenAlexW4313856684MaRDI QIDQ6101702

Shan Luo, Yuyang Liu

Publication date: 20 June 2023

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2023.01.004

zbMATH Keywords

additive modelsfeature selectionsequential procedureultrahigh-dimensionalityheterogeneous frequencyweighted sum of squared conditional correlations

Mathematics Subject Classification ID

Statistics (62-XX)

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