Variation of conditional mean and its application in ultrahigh dimensional feature screening
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DOI: 10.1080/03610926.2024.2310690
Abstract: Abstract. A new metric, called variation of conditional mean (VCM), is proposed to measure the dependence of conditional mean of a response variable on a predictor variable. The VCM has several appealing merits. It equals… read more here.
Keywords: variation conditional; feature screening; conditional mean;