Robust distance correlation for variable screening

DOI10.1002/STA4.70094MaRDI QIDQ6892296zbMATH OpenFDO

Authors Tianzhou Ma, Fan Yang, Hongjie Ke, Zhao Ren

Publication date 1 December 2025

Published in Stat (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/STA4.70094

zbMATH Keywords

variable selectionfalse discovery ratedistance correlationrobustnesssure screening propertyHuber loss

Mathematics Subject Classification ID

Statistics (62-XX)

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