Dong, Ying; Song, Lixin; Wang, Mingqiu; Xu, Ying - In: Journal of Applied Statistics 41 (2014) 6, pp. 1274-1285
In the economics and biological gene expression study area where a large number of variables will be involved, even when the predictors are independent, as long as the dimension is high, the maximum sample correlation can be large. Variable selection is a fundamental method to deal with such...