|
|||||
|
|
Score test variable screening |
|
| Authors: | Sihai Dave Zhao Yi Li |
| Institution: | 1. Department of Statistics, University of Illinois at Urbana‐Champaign, , Champaign, Illinois 61820, U.S.A.;2. Department of Biostatistics, University of Michigan, , Ann Arbor, Michigan 48109, U.S.A. |
| Abstract: | |
| Keywords: | Feature selection High‐dimensional data Projected subgradient method Score test Variable screening |