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  2. Operations Research and Financial Engineering

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models

Author(s): Fan, Jianqing; Ma, Yunbei; Dai, Wei

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dc.contributor.authorFan, Jianqingen_US
dc.contributor.authorMa, Yunbeien_US
dc.contributor.authorDai, Weien_US
dc.date.accessioned2018-07-20T15:08:34Z-
dc.date.available2018-07-20T15:08:34Z-
dc.date.issued2014-07-03en_US
dc.identifier.citationFan, Jianqing, Ma, Yunbei, Dai, Wei. (2014). Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models. Journal of the American Statistical Association, 109 (507), 1270 - 1284. doi:10.1080/01621459.2013.879828en_US
dc.identifier.issn0162-1459en_US
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/pr1sm29-
dc.format.extent1270 - 1284en_US
dc.relation.ispartofJournal of the American Statistical Associationen_US
dc.titleNonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Modelsen_US
dc.typeJournal Article-
dc.identifier.doidoi:10.1080/01621459.2013.879828en_US
dc.date.eissued2014-10-02en_US
dc.identifier.eissn1537-274Xen_US
pu.type.symplectichttp://www.symplectic.co.uk/publications/atom-terms/1.0/journal-articleen_US

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