Robust conditional nonparametric independence screening for ultrahigh-dimensional data

doi:10.1016/j.spl.2018.08.003

CORC > 上海财经大学 > 上海财经大学

	Robust conditional nonparametric independence screening for ultrahigh-dimensional data
	Zhang, Shucong 1,2; Pan, Jing 3; Zhou, Yong 4
刊名	STATISTICS & PROBABILITY LETTERS
	2018-12
卷号	143 页码:95-101
关键词	Feature screening Semivarying coefficient models Sure screening property Ultrahigh-dimensional
ISSN号	0167-7152
DOI	10.1016/j.spl.2018.08.003
英文摘要	This article novelly proposes a robust model-free screening procedure, which performs well for a variety of semivarying coefficient models. Under technical conditions, we show that it possesses the ranking consistency property and the sure screening property. Comprehensive simulation studies are conducted to demonstrate that it exhibits more competitive performance than existing screening methods. (C) 2018 Elsevier B.V. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000446950100013
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/462]
专题	上海财经大学
通讯作者	Pan, Jing
作者单位	1.Peking Univ, Sch Math Sci, Beijing, Peoples R China; 2.Peking Univ, Ctr Stat Sci, Beijing, Peoples R China; 3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China; 4.East China Normal Univ, Sch Stat, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Shucong,Pan, Jing,Zhou, Yong. Robust conditional nonparametric independence screening for ultrahigh-dimensional data[J]. STATISTICS & PROBABILITY LETTERS,2018,143:95-101.
APA	Zhang, Shucong,Pan, Jing,&Zhou, Yong.(2018).Robust conditional nonparametric independence screening for ultrahigh-dimensional data.STATISTICS & PROBABILITY LETTERS,143,95-101.
MLA	Zhang, Shucong,et al."Robust conditional nonparametric independence screening for ultrahigh-dimensional data".STATISTICS & PROBABILITY LETTERS 143(2018):95-101.