Robust rank correlation based screening

From MaRDI portal
Publication:693749

DOI10.1214/12-AOS1024zbMath1257.62067arXiv1012.4255OpenAlexW2060170493MaRDI QIDQ693749

Jun Zhang, Heng Peng, Gao Rong Li, Li Xing Zhu

Publication date: 10 December 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.4255

zbMATH Keywords

SISsemiparametric modelsvariable selectiondimensionality reductionlarge \(p\) small \(n\)


Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)


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