655 citations · 767 across the 28 of their papers we have counts for
Showing 2009Show all
2 papers · 1 filter
stat.ME2009★ 6 cited
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models
Jianqing Fan, Yang Feng, Rui Song
A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is…
stat.ME2009★ 655 cited
Sure independence screening in generalized linear models with NP-dimensionality
Jianqing Fan, Rui Song
Ultrahigh-dimensional variable selection plays an increasingly important role in contemporary scientific discoveries and statistical research. Among others, Fan and Lv [J. R. Stat.…