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The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kim, Arlene Kyoung Hee | - |
| dc.contributor.author | Shin, Seung Jun | - |
| dc.date.accessioned | 2021-09-03T04:41:56Z | - |
| dc.date.available | 2021-09-03T04:41:56Z | - |
| dc.date.created | 2021-06-16 | - |
| dc.date.issued | 2017-07 | - |
| dc.identifier.issn | 0167-7152 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/83043 | - |
| dc.description.abstract | We propose a cumulative Kolmogorov filter to improve the fused Kolmogorov filter proposed by Mai and Zou (2015) via cumulative slicing. We establish an improved asymptotic result under relaxed assumptions and numerically demonstrate its enhanced finite sample performance. (C) 2017 Elsevier B.V. All rights reserved. | - |
| dc.language | English | - |
| dc.language.iso | en | - |
| dc.publisher | ELSEVIER SCIENCE BV | - |
| dc.title | The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data | - |
| dc.type | Article | - |
| dc.contributor.affiliatedAuthor | Shin, Seung Jun | - |
| dc.identifier.doi | 10.1016/j.spl.2017.03.012 | - |
| dc.identifier.scopusid | 2-s2.0-85017170125 | - |
| dc.identifier.wosid | 000400535600032 | - |
| dc.identifier.bibliographicCitation | STATISTICS & PROBABILITY LETTERS, v.126, pp.238 - 243 | - |
| dc.relation.isPartOf | STATISTICS & PROBABILITY LETTERS | - |
| dc.citation.title | STATISTICS & PROBABILITY LETTERS | - |
| dc.citation.volume | 126 | - |
| dc.citation.startPage | 238 | - |
| dc.citation.endPage | 243 | - |
| dc.type.rims | ART | - |
| dc.type.docType | Article | - |
| dc.description.journalClass | 1 | - |
| dc.description.journalRegisteredClass | scie | - |
| dc.description.journalRegisteredClass | scopus | - |
| dc.relation.journalResearchArea | Mathematics | - |
| dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
| dc.subject.keywordAuthor | Cumulative slicing | - |
| dc.subject.keywordAuthor | Kolmogorov filter | - |
| dc.subject.keywordAuthor | Model-free marginal screening | - |
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