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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 publié
External document link
http://hal.archives-ouvertes.fr/hal-00359618/en/
Date
2008
Journal name
Journal of the Royal Statistical Society. Series B, Statistical Methodology
Volume
70
Number
5
Publisher
Wiley-Blackwell
Pages
901
Metadata
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Author(s)
Robert, Christian P.
Subjects / Keywords
Sure independence screening; Sure screening; Variable selection; Dantzig selector; Adaptive lasso