Discussion of "Sure independence screening for ultra-high dimensional feature space" by Fan and Lv.
Robert, Christian P. (2008), Discussion of "Sure independence screening for ultra-high dimensional feature space" by Fan and Lv., Journal of the Royal Statistical Society. Series B, Statistical Methodology, 70, 5, p. 901
Type
Article accepté pour publication ou publiéExternal document link
http://hal.archives-ouvertes.fr/hal-00359618/en/Date
2008Journal name
Journal of the Royal Statistical Society. Series B, Statistical MethodologyVolume
70Number
5Publisher
Wiley-Blackwell
Pages
901
Metadata
Show full item recordAuthor(s)
Robert, Christian P.Subjects / Keywords
Sure independence screening; Sure screening; Variable selection; Dantzig selector; Adaptive lassoRelated items
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