Sure independence screening in generalized linear models with NP-dimensionality

Annals of Statistics

Volumn 38, Issue 6, 2010, Pages 3567-3604

  Fan, Jianqing ^a   Song, Rui ^b  

^a Princeton University   (United States)

^b Department of Environmental and Radiological Health Sciences   (United States)

Author keywords

Generalized linear models; Independent learning; Sure independent screening; Variable selection

Indexed keywords

EID: 78650168263     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AOS798     Document Type: Article

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