Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data

Title
Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
Authors
Keywords
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Journal
ANNALS OF STATISTICS
Volume 41, Issue 1, Pages 342-369
Publisher
Institute of Mathematical Statistics
Online
2013-03-26
DOI
10.1214/13-aos1087

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