The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data

Published 6 Jan 2017 in stat.ME | (1701.01560v2)

Abstract: We propose a cumulative Kolmogorov filter to improve the fused Kolmogorov filter proposed by Zou (2015) via cumulative slicing. We establish an improved asymptotic result under relaxed assumptions and numerically demonstrate its enhanced finite sample performance.

Abstract PDF Upgrade to Chat

Summary

No one has generated a summary of this paper yet.

Sign Up to Summarize

Paper to Video (Beta)

No one has generated a video about this paper yet.

Sign Up to Generate All Videos Subscribe on YouTube

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Sign Up to Generate

Paper Prompts

Sign up for free to create and run prompts on this paper using GPT-5.

Top Community Prompts

Explain it Like I'm 14

Practical Applications

Conceptual Simplification

Sign Up to Activate View All Prompts

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (2)

Collections

Sign up for free to add this paper to one or more collections.