Corpus ID: 236428275

A Robust Partial Correlation-based Screening Approach

@inproceedings{Xia2021ARP,
  title={A Robust Partial Correlation-based Screening Approach},
  author={Xiaochao Xia},
  year={2021}
}
  • Xiaochao Xia
  • Published 2021
  • Mathematics
As a computationally fast and working efficient tool, sure independence screening has received much attention in solving ultrahigh dimensional problems. This paper contributes two robust sure screening approaches that simultaneously take into account heteroscedasticity, outliers, heavy-tailed distribution, continuous or discrete response, and confounding effect, from the perspective of model-free. First, we define a robust correlation measure only using two random indicators, and introduce a… Expand

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