Martingale Difference Correlation and Its Use in...

Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

Shao, Xiaofeng, Zhang, Jingsi
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Volume:
109
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.2014.887012
Date:
July, 2014
File:
PDF, 228 KB
english, 2014
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