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Liang et al., 2012 - Google Patents

Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models

Liang et al., 2012

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Document ID
10853151113336340869
Author
Liang H
Wang H
Tsai C
Publication year
Publication venue
Statistica Sinica

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Snippet

In partially linear model selection, we develop a profiled forward regression (PFR) algorithm for ultrahigh dimensional variable screening. The PFR algorithm effectively combines the ideas of nonparametric profiling and forward regression. This allows us to obtain a uniform …
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Classifications

    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06FELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10Complex mathematical operations

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