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Model-free conditional screening via conditional distance correlation

Lu, J; Lin, L

Lin, L (corresponding author), Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Peoples R China.; Lin, L (corresponding author), Qufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R China.

STATISTICAL PAPERS, 2020; 61 (1): 225

Abstract

With the knowledge on the predetermined active predictors, we develop a feature screening procedure via the conditional distance correlation learning.......

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