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Cited by 747

The DOI matches its Crossref record; 36 of the 36 references it cites were found in a registry or an index.

Feature Screening via Distance Correlation Learning

Open access
Li, Runze, Zhong, Wei, Zhu, Liping·2012·Journal of the American Statistical Association

Abstract

This paper 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, for short). The DC-SIS can be implemented as easily as the sure independence screening procedure based on the Pearson correlation (SIS, for short) proposed by Fan and Lv (2008). However, the DC-SIS can significantly improve the SIS. Fan and Lv (2008) established the sure screening property for the SIS based on linear models, but the sure screening property is valid for the DC-SIS under more general settings including linear models. Furthermore, the implementation of the DC-SIS does not require model specification (e.g., linear model or generalized linear model) for responses or predictors. This is a very appealing property in ultrahigh dimensional data analysis. Moreover, the DC-SIS can be used directly to screen grouped predictor variables and for multivariate response variables. We establish the sure screening property for the DC-SIS, and conduct simulations to examine its finite sample performance. Numerical comparison indicates that the DC-SIS performs much better than the SIS in various models. We also illustrate the DC-SIS through a real data example.

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Metadata

Authors
Li, R., Zhong, W., & Zhu, L.
Venue
Journal of the American Statistical Association
Published
2012-06
Volume
107
Issue
499
Pages
1129-1139
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W2164092415
Cited by
747
References
36
FWCI
20.08
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Feature Screening via Distance Correlation Learning. https://app.cochat.ai/papers/10.1080/01621459.2012.695654
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Li, R., Zhong, W., & Zhu, L. (2012). Feature Screening via Distance Correlation Learning. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.2012.695654

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