Robust model-free feature screening via quantile correlation

DOI10.1016/j.jmva.2015.10.010zbMath1328.62249OpenAlexW1881895402MaRDI QIDQ900833

Xue-Jun Ma, Jing-Xiao Zhang

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.10.010

zbMATH Keywords

robustnesssure screeningultrahigh-dimensionalityquantile correlation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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