2 papers
stat.ME2021
A Robust Partial Correlation-based Screening Approach
Xiaochao Xia
As a computationally fast and working efficient tool, sure independence screening has received much attention in solving ultrahigh dimensional problems. This paper contributes two…
math.ST2018
Copula-based Partial Correlation Screening: a Joint and Robust Approach
Xiaochao Xia, Jialiang Li
Screening for ultrahigh dimensional features may encounter complicated issues such as outlying observations, heteroscedasticity or heavy-tailed distribution, multi-collinearity and…