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Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models
Sure independence screening Variable selection Sparsity Conditional permutation False posi-tive rates
2013/4/27
The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is big...
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models
Sure independence screening Variable selection Sparsity Conditional permutation False posi-tive rates
2013/4/27
The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is big...