Zhu, Xiaoyi; Yang, Yuhong - In: Computational Statistics 30 (2015) 1, pp. 191-203
<Para ID="Par1">High dimensional data sets are now frequently encountered in many scientific fields. In order to select a sparse set of predictors that have predictive power and/or provide insightful understanding on which predictors really influence the response, a preliminary variable screening is typically...</para>