2 papers
math.ST2017
Exponentially tilted likelihood inference on growing dimensional unconditional moment models
Nian-Sheng Tang, Xiao-Dong Yan, Pu-Ying Zhao
Growing-dimensional data with likelihood unavailable are often encountered in various fields. This paper presents a penalized exponentially tilted likelihood (PETL) for variable se…
stat.ME2016
Fused Mean-variance Filter for Feature Screening
Yan Xiao-Dong, Xie Jin-Han, Ding Xian-Wen +2
This paper proposes a novel model-free screening procedure for ultrahigh dimensional data analysis. By utilizing slicing technique which has been successfully ap- plied to continuo…