The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data

Arlene Kyoung Hee Kim; Seung Jun Shin

doi:10.1016/j.spl.2017.03.012

The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data

Arlene Kyoung Hee Kim, Seung Jun Shin

New professors

Research output: Contribution to journal › Article

1 Citation (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	238-243
Number of pages	6
Journal	Statistics and Probability Letters
Volume	126
DOIs	https://doi.org/10.1016/j.spl.2017.03.012
Publication status	Published - 2017 Jul 1

Keywords

Cumulative slicing
Kolmogorov filter
Model-free marginal screening

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1016/j.spl.2017.03.012

Fingerprint Dive into the research topics of 'The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data'. Together they form a unique fingerprint.

Cite this

Kim, A. K. H., & Shin, S. J. (2017). The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data. Statistics and Probability Letters, 126, 238-243. https://doi.org/10.1016/j.spl.2017.03.012

@article{c2e356897cac4030a9e2f739aebf0a32,

title = "The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data",

abstract = "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.",

keywords = "Cumulative slicing, Kolmogorov filter, Model-free marginal screening",

author = "Kim, {Arlene Kyoung Hee} and Shin, {Seung Jun}",

year = "2017",

month = jul,

day = "1",

doi = "10.1016/j.spl.2017.03.012",

language = "English",

volume = "126",

pages = "238--243",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

}

TY - JOUR

T1 - The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data

AU - Kim, Arlene Kyoung Hee

AU - Shin, Seung Jun

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

UR - http://www.scopus.com/inward/record.url?scp=85017170125&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85017170125&partnerID=8YFLogxK

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 -