Huang, Danyang; Li, Runze; Wang, Hansheng - In: Journal of Business & Economic Statistics 32 (2014) 2, pp. 237-244
Ultrahigh dimensional data with both categorical responses and categorical covariates are frequently encountered in the analysis of big data, for which feature screening has become an indispensable statistical tool. We propose a Pearson chi-square based feature screening procedure for...
