Li, Runze; Zhong, Wei; Zhu, Liping - In: Journal of the American Statistical Association 107 (2012) 499, pp. 1129-1139
This article is concerned with screening features in ultrahigh-dimensional data analysis, which has become increasingly important in diverse scientific fields. We develop a sure independence screening procedure based on the distance correlation (DC-SIS). The DC-SIS can be implemented as easily...