Independence Screening in High-Dimensional Data

High-dimensional data, data in which the number of dimensions exceeds the number of observations, is increasingly common in statistics. The term "ultra-high dimensional" is defined by Fan and Lv (2008) as describing the situation where log(p) is of order O(na) for some a in the interval (...

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Bibliographic Details
Main Author: Wauters, John
Other Authors: Niu, Yue
Language:en_US
Published: The University of Arizona. 2016
Subjects:
Online Access:http://hdl.handle.net/10150/623083
http://arizona.openrepository.com/arizona/handle/10150/623083