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ARE DISCOVERIES SPURIOUS? DISTRIBUTIONS OF MAXIMUM SPURIOUS CORRELATIONS AND THEIR APPLICATIONS

Over the last two decades, many exciting variable selection methods have been developed for finding a small group of covariates that are associated with the response from a large pool. Can the discoveries by such data mining approaches be spurious due to high dimensionality and limited sample size?...

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Detalhes bibliográficos
Publicado no:Ann Stat
Main Authors: Fan, Jianqing, Shao, Qi-Man, Zhou, Wen-Xin
Formato: Artigo
Idioma:Inglês
Publicado em: 2018
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC6014708/
https://ncbi.nlm.nih.gov/pubmed/29942099
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/17-AOS1575
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