Verena, Zuber; Korbinian, Strimmer - In: Statistical Applications in Genetics and Molecular Biology 10 (2011) 1, pp. 1-27
Variable selection is a difficult problem that is particularly challenging in the analysis of high-dimensional genomic data. Here, we introduce the CAR score, a novel and highly effective criterion for variable ranking in linear regression based on Mahalanobis-decorrelation of the explanatory...