Ontology highlight
ABSTRACT:
SUBMITTER: Song R
PROVIDER: S-EPMC4318124 | biostudies-literature | 2014
REPOSITORIES: biostudies-literature
Song Rui R Lu Wenbin W Ma Shuangge S Jeng X Jessie XJ
Biometrika 20140101 4
In modern statistical applications, the dimension of covariates can be much larger than the sample size. In the context of linear models, correlation screening (Fan and Lv, 2008) has been shown to reduce the dimension of such data effectively while achieving the sure screening property, i.e., all of the active variables can be retained with high probability. However, screening based on the Pearson correlation does not perform well when applied to contaminated covariates and/or censored outcomes. ...[more]