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Variable screening via quantile partial correlation

In quantile linear regression with ultra-high dimensional data, we propose an algorithm for screening all candidate variables and subsequently selecting relevant predictors. Specifically, we first employ quantile partial correlation for screening, and then we apply the extended Bayesian information...

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Bibliografske podrobnosti
izdano v:J Am Stat Assoc
Main Authors: Ma, Shujie, Li, Runze, Tsai, Chih-Ling
Format: Artigo
Jezik:Inglês
Izdano: 2017
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC5603281/
https://ncbi.nlm.nih.gov/pubmed/28943683
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2016.1156545
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