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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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| Vydáno v: | J Am Stat Assoc |
|---|---|
| Hlavní autoři: | , , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
2017
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| Témata: | |
| On-line přístup: | 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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