High-dimensional interaction detection with false sign rate control
Year of publication: |
2022
|
---|---|
Authors: | Li, Daoji ; Kong, Yinfei ; Fan, Yingying ; Lv, Jinchi |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 3, p. 1234-1245
|
Subject: | False sign rate | High dimensionality | Interaction screening | Interaction selection | Nonconvex learning | Sure independence screening |
-
Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia, (2015)
-
Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia, (2015)
-
Semiparametric model averaging of ultra-high dimensional time series
Chen, Jia, (2015)
- More ...
-
Panning for gold : ‘model‐X’ knockoffs for high dimensional controlled variable selection
Candès, Emmanuel, (2018)
-
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing, (2008)
-
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing, (2007)
- More ...