Quantile-Adaptive Sufficient Variable Screening by Controlling False Discovery

Quantile-Adaptive Sufficient Variable Screening by Controlling False Discovery

Sufficient variable screening rapidly reduces dimensionality with high probability in ultra-high dimensional modeling. To rapidly screen out the null predictors, a quantile-adaptive sufficient variable screening framework is developed by controlling the false discovery. Without any specification of...

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Bibliographic Details
Main Authors: Zihao Yuan, Jiaqing Chen, Han Qiu, Yangxin Huang
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Entropy
Subjects:
high dimensionality
sufficient variable screening
false discovery controlling
quantile heterogeneity
Online Access:https://www.mdpi.com/1099-4300/25/3/524

Internet

https://www.mdpi.com/1099-4300/25/3/524

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