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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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Detalles Bibliográficos
Publicado en:J Am Stat Assoc
Main Authors: Ma, Shujie, Li, Runze, Tsai, Chih-Ling
Formato: Artigo
Idioma:Inglês
Publicado: 2017
Assuntos:
Acceso en liña: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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