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Robust composite weighted quantile screening for ultrahigh dimensional discriminant analysis

Song, FL; Lai, P; Shen, BH

Lai, P (corresponding author), Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing 210044, Peoples R China.

METRIKA, 2020; 83 (7): 799

Abstract

This paper is concerned with feature screening for the ultrahigh dimensional discriminant analysis. A new feature screening procedure based on the con......

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