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Score test variable screening |
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| Authors: | Sihai Dave Zhao Yi Li |
| Affiliation: | 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 |