Sure explained variability and independence screening

DOI10.1080/10485252.2017.1375111MaRDI QIDQ4600199zbMATH OpenOpenAlexFDO

Authors Min Chen, Yimin Lian, Zhao Chen, Zhengjun Zhang

Publication date 5 January 2018

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2017.1375111

zbMATH Keywords

nonparametric inferencesure screening propertyfeature screeningmodel-free approachgeneralised measures of correlation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Statistical aspects of big data and data science (62R07)

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Cited in

(6)

• Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
• Asset selection based on high frequency Sharpe ratio
• Feature screening for multiple responses
• A projection-based feature screening method for multiple responses
• Factor profiled sure independence screening
• “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality

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