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Principal Components Adjusted Variable Screening
Marginal screening has been established as a fast and effective method for high dimensional variable selection method. There are some drawbacks associated with marginal screening, since the marginal model can be viewed as a model misspecification from the joint true model. A principal components adj...
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| Udgivet i: | Comput Stat Data Anal |
|---|---|
| Main Authors: | , , , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2017
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5461980/ https://ncbi.nlm.nih.gov/pubmed/28603325 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2016.12.015 |
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