The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Forward Regression for Ultra-High Dimensional Variable Screening
Open accessAbstract
Motivated by the seminal theory of Sure Independence Screening (Fan and Lv 2008, SIS), we investigate here another popular and classical variable screening method, namely, forward regression (FR). Our theoretical analysis reveals that FR can identify all relevant predictors consistently, even if the predictor dimension is substantially larger than the sample size. In particular, if the dimension of the true model is finite, FR can discover all relevant predictors within a finite number of steps. To practically select the “best” candidate from the models generated by FR, the recently proposed BIC criterion of Chen and Chen (2008) can be used. The resulting model can then serve as an excellent starting point, from where many existing variable selection methods (e.g., SCAD and Adaptive LASSO) can be applied directly. FR’s outstanding finite sample performances are confirmed by extensive numerical studies.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Regression shrinkage and selection via the lasso
Tibshirani, R. (1996) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1996.tb02080.x · Cited by 51,482
McCullagh, P., & Nelder, J. A. (1989) · doi:10.1007/978-1-4899-3242-6 · Cited by 16,836
The adaptive lasso and its oracle properties
Zou, H. (2006) · Journal of the American Statistical Association · doi:10.1198/016214506000000735 · Cited by 7,470
Cited by
Feature Screening via Distance Correlation Learning
Li, R., Zhong, W., & Zhu, L. (2012) · Journal of the American Statistical Association · doi:10.1080/01621459.2012.695654 · Cited by 747
Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
Wang, L., Wu, Y., & Li, R. (2012) · Journal of the American Statistical Association · doi:10.1080/01621459.2012.656014 · Cited by 323
Tuning Parameter Selection in High Dimensional Penalized Likelihood
Fan, Y., & Tang, C. Y. (2013) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/rssb.12001 · Cited by 256
Metadata
- Authors
- Wang, H.
- Venue
- Journal of the American Statistical Association
- Publisher
- Informa UK Limited
- Published
- 2009-12
- Volume
- 104
- Issue
- 488
- Pages
- 1512-1524
- ISSN
- 0162-1459 (ISSN-L)
- 1537-274X
- OpenAlex
- W3122008423
- Cited by
- 366
- References
- 3
- FWCI
- 10.66
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Forward Regression for Ultra-High Dimensional Variable Screening. https://app.cochat.ai/papers/10.1198/jasa.2008.tm08516
- The paper
- Wang, H. (2009). Forward Regression for Ultra-High Dimensional Variable Screening. Journal of the American Statistical Association. https://doi.org/10.1198/jasa.2008.tm08516
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.