Variable selection via partial correlation

DOI10.5705/SS.202015.0473MaRDI QIDQ5278090zbMATH OpenOpenAlexWikidataFDO

Authors Jingyuan Liu, Lejia Lou, Runze Li

Publication date 13 July 2017

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc5484095

zbMATH Keywords

variable selectionmodel selection consistencypartial faithfulnesselliptical distributionpartial correlationsure screening propertythresholded partial correlation (TPC)ultrahigh dimensional linear model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(9)

• Partial correlation estimation by joint sparse regression models
• Variable selection for generalized linear model with highly correlated covariates
• Model-Free Statistical Inference on High-Dimensional Data
• High-dimensional linear mixed model selection by partial correlation
• Estimation of conditional mean operator under the bandable covariance structure
• Bayesian stability selection and inference on selection probabilities
• Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail
• An Adaptive Adjustment to the R ₂ Statistic in High-Dimensional Elliptical Models
• Variable selection for partially linear models via partial correlation

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