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Ultra-high dimensional variable screening via Gram–Schmidt orthogonalization.

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Bibliographic Details
Title: Ultra-high dimensional variable screening via Gram–Schmidt orthogonalization.
Authors: Wang, Huiwen1,2 (AUTHOR), Liu, Ruiping1 (AUTHOR), Wang, Shanshan1,3 (AUTHOR) sswang@buaa.edu.cn, Wang, Zhichao1 (AUTHOR), Saporta, Gilbert4 (AUTHOR)
Source: Computational Statistics. Sep2020, Vol. 35 Issue 3, p1153-1170. 18p.
Database: Mathematics Source
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ISSN:09434062
DOI:10.1007/s00180-020-00963-7