Efficient feature screening for ultrahigh-dimensional varying coefficient models
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DOI: 10.4310/sii.2017.v10.n3.a5
Abstract: Feature screening in ultrahigh-dimensional varying coefficient models is a crucial statistical problem in economics, genomics, etc. Current methods not only suffer from circumstances when the models involve multiple index variables or group predictor variables, but… read more here.
Keywords: dimensional varying; varying coefficient; ultrahigh dimensional; coefficient models ... See more keywords