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Published in 2021 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2021.1981901
Abstract: Existing model-free ultra-high-dimensional feature screening methods mainly focus on the individual covariate. However, many variables have a community structure, such as grouped covariates in which all variates have high correlation and some associations in one…
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Keywords:
ultra high;
feature;
grouped feature;
model ... See more keywords