REFERENCES
- Barut, E., Fan, J., and Verhasselt, A. (2015), “Conditional Sure Independence Screening,” Journal of the American Statistical Association, to appear.
- Boucheron, S., Lugosi, G., and Massart, P. (2013), Concentration Inequalities: A Nonasymptotic Theory of Independence, Oxford, UK: Oxford University Press.
- Fan, J., and Song, R. (2010), “Sure Independence Screening In Generalized Linear Models With NP-Dimensionality,” The Annals of Statistics, 38, 3567–3604.
- Genovese, C., Jin, J., Wasserman, L., and (2012), “A Comparison of the Lasso and Marginal Regression,” Journal of Machine Learning Research, 13, 2107–2143.
- Meinshausen, N., Meier, L., and Bühlmann, P. (2009), “P-value for High-Dimensional Regression,” Journal of the American Statistical Association, 104, 1671–1681.
- Wasserman, L., and Roeder, K. (2009), “High-Dimensional Variable Selection,” The Annals of Statistics, 37, 2178–2201.