TY - JOUR
T1 - The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data
AU - Kim, Arlene Kyoung Hee
AU - Shin, Seung Jun
N1 - Funding Information:
S. J. Shin was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (No. R1C1A1A01054913).
PY - 2017/7/1
Y1 - 2017/7/1
N2 - We propose a cumulative Kolmogorov filter to improve the fused Kolmogorov filter proposed by Mai and Zou (2015) via cumulative slicing. We establish an improved asymptotic result under relaxed assumptions and numerically demonstrate its enhanced finite sample performance.
AB - We propose a cumulative Kolmogorov filter to improve the fused Kolmogorov filter proposed by Mai and Zou (2015) via cumulative slicing. We establish an improved asymptotic result under relaxed assumptions and numerically demonstrate its enhanced finite sample performance.
KW - Cumulative slicing
KW - Kolmogorov filter
KW - Model-free marginal screening
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U2 - 10.1016/j.spl.2017.03.012
DO - 10.1016/j.spl.2017.03.012
M3 - Article
AN - SCOPUS:85017170125
VL - 126
SP - 238
EP - 243
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
ER -