The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
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DOI: 10.1016/j.spl.2017.03.012
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References listed on IDEAS
- Runze Li & Wei Zhong & Liping Zhu, 2012. "Feature Screening via Distance Correlation Learning," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(499), pages 1129-1139, September.
- Zhu, Li-Ping & Zhu, Li-Xing & Feng, Zheng-Hui, 2010. "Dimension Reduction in Regressions Through Cumulative Slicing Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1455-1466.
- Jianqing Fan & Jinchi Lv, 2008. "Sure independence screening for ultrahigh dimensional feature space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 849-911, November.
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Cited by:
- Yang, Baoying & Yin, Xiangrong & Zhang, Nan, 2019. "Sufficient variable selection using independence measures for continuous response," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 480-493.
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Keywords
Cumulative slicing; Kolmogorov filter; Model-free marginal screening;All these keywords.
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