Unified mean-variance feature screening for ultrahigh-dimensional regression
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DOI: 10.1007/s00180-021-01184-2
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- Jingxuan Luo & Lili Yue & Gaorong Li, 2023. "Overview of High-Dimensional Measurement Error Regression Models," Mathematics, MDPI, vol. 11(14), pages 1-22, July.
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Keywords
Ultrahigh-dimensional data; Mean-variance; Kernel smoothing estimate; Unified marginal utility; Sure screening property;All these keywords.
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