【摘 要】
：
In the linear model,Fan and Lv (2008) showed that simple correlation ranking possesses a sure independence screening property under certain conditions and t
【机 构】
：
University of Cambridge
【出 处】
：
2009 International Conference on Financial Statistics and Fi
论文部分内容阅读
In the linear model,Fan and Lv (2008) showed that simple correlation ranking possesses a sure independence screening property under certain conditions and that its revision,called iterated sure independence screening (ISIS),may be more useful when features are highly correlated.We extend ISIS,without explicit definition of residuals,to a general pseudo-likelihood framework,which includes generalized linear models as a special case.Even in the least-squares setting,the new method improves ISIS by allowing variable deletion in the iterative process,and we can also select important features in high-dimensional classification where the frequently-used two-sample $t$-method may fail.
其他文献
目的:探究在医院药房应用药品质量风险管理的价值.方法:对本院2017年度以及2018年度两年的药房管理资料进行回顾性分析,并分为对照组(2017年份,药品管理资料121份,实施常规的
Under fixed-design,considered semiparametric regression model with the non-parametric AR (1) errors.This paper integrate least squares estimation method and
This paper considers parameter estimation for continuous-time diffusion processes which are commonly used to model dynamics of financial securities includin
目的:研究儿童孤独症患者在采取语言训练治疗时的影响.方法:2019年2月～2020年2月,纳入76例儿童孤独症患者进行研究,以随机方式均分为A、B两组,前者采取语言训练治疗,后者采取
目的:探讨彻底清创术治疗手外伤感染的临床效果.方法:选取2019年度本院接收的手外伤感染患者55例进行研究,按照治疗方法的不同将患者分成两组,将常规创面消毒治疗方案应用于
This research aims to develop a semiparametric latent variable model,in which outcome latent variables are related to explanatory latent variables and covar
Optimal insurance demand for a risk-averse individual in the expected utility framework is already well-known since the pioneer work of Arrow (1971) and Rav
目的 分析门诊处方调配差错原因及预防措施.方法 选取2018年6月-2019年5月本院门诊处方300张作为研究对象,调查300张处方是否存在调配差错,并根据有无差错分为调配无差错组与
A class of thresholding-based iterative selection procedures (TISP) is proposed for model selection and shrinkage.People have long before noticed the weakne
现如今,随着社会经济的不断发展,科学信息技术的不断进步,推动我国医疗技术和医疗水平在不断提升.当前,超声疗法是一种广泛且有效的医学治疗方法,其主要是将超声波作用于人体