文献详情
Ultrahigh dimensional feature screening for additive model with multivariate response
文献类型：期刊
通讯作者：Zhang, JX (reprint author), Renmin Univ China, Sch Stat, Ctr Appl Stat, Beijing 100872, Peoples R China.
期刊名称：JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION影响因子和分区
年：2020
卷：90
期：5
页码：775-799
ISSN：0094-9655
关键词：Feature screening; additive model; multivariate response; generalized correlation; sure screening; ranking consistency
所属部门：统计学院
摘要：We consider feature screening for ultrahigh dimensional additive model with multivariate response in this paper. A new method named generalized correlation based projection screening is proposed by using generalized correlation between each predictor and multivariate response. The sure screening and ranking consistency properties are established under some regularized conditions for the proposed procedure. In addition, we construct an iterative version of the proposed screening procedure to enha ...More
We consider feature screening for ultrahigh dimensional additive model with multivariate response in this paper. A new method named generalized correlation based projection screening is proposed by using generalized correlation between each predictor and multivariate response. The sure screening and ranking consistency properties are established under some regularized conditions for the proposed procedure. In addition, we construct an iterative version of the proposed screening procedure to enhance the finite sample screening performance. Both simulation studies and the real data analysis demonstrate that the proposed method works effectively. ...Hide

DOI：10.1080/00949655.2019.1703371
百度学术：Ultrahigh dimensional feature screening for additive model with multivariate response
语言：外文
人气指数：3
浏览次数：3
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