A model-free variable selection method for reducing the number of redundant variables
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DOI: 10.1080/02331888.2018.1515949
Abstract: ABSTRACT Under the sufficient dimension reduction () framework, we propose a model-free variable selection method for reducing the number of redundant predictors. The method adopts the distance correlation as a dependence measure to quantify the… read more here.
Keywords: free variable; method; selection method; variable selection ... See more keywords