Model free feature screening with dependent variable in ultrahigh dimensional binary classification

Peng Lai, Fengli Song, Kaiwen Chen and Zhi Liu

Statistics & Probability Letters, 2017, vol. 125, issue C, 141-148

Abstract: The feature screening procedure based on the expected conditional Kolmogorov filter is proposed for the ultrahigh dimensional binary classification problem with dependent variable. The sure screening and ranking consistency properties are established. Some numerical examples are also presented.

Keywords: Discriminant analysis; Ultrahigh dimensional data; Feature screening; Sure screening property; Ranking consistency property (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2017.02.011

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