Ontology highlight
ABSTRACT:
SUBMITTER: Liu J
PROVIDER: S-EPMC3963210 | biostudies-literature | 2014 Jan
REPOSITORIES: biostudies-literature
Journal of the American Statistical Association 20140101 505
This paper is concerned with feature screening and variable selection for varying coefficient models with ultrahigh dimensional covariates. We propose a new feature screening procedure for these models based on conditional correlation coefficient. We systematically study the theoretical properties of the proposed procedure, and establish their sure screening property and the ranking consistency. To enhance the finite sample performance of the proposed procedure, we further develop an iterative f ...[more]