A consistent variable screening procedure with family-wise error control
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DOI: 10.1080/00949655.2020.1724291
Abstract: ABSTRACT Variable selection in ultra-high-dimensional data analysis is of critical importance in diverse scientific fields. There are many methods proposed for this problem in the past few decades. However, no attention has been paid on… read more here.
Keywords: hhg cis; family wise; procedure; wise error ... See more keywords