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On Sure Screening with Multiple Responses

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Published in 2021 at "Statistica Sinica"

DOI: 10.5705/ss.202018.0462

Abstract: Multivariate responses are commonly encountered in many applications with high dimensional input variables. Feature screening has been shown to be a very useful data analysis tool for high dimensional data. Since the sure independence screening… read more here.

Keywords: screening methods; response; paper; multiple responses ... See more keywords