Generating knockoffs via conditional independence

DOI10.1214/23-ejs2198arXiv2212.09398MaRDI QIDQ6200873

Fabrizio Leisen, Luca Pratelli, Emanuela Dreassi, Pietro Rigo

Publication date: 25 March 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.09398

zbMATH Keywords

approximationvariable selectionconditional independencehigh-dimensional regressionknockoffspartial exchangeabilitymultivariate dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) General nonlinear regression (62J02) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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