Martingale difference correlation and its use in high-dimensional variable screening

X Shao, J Zhang - Journal of the American Statistical Association, 2014 - Taylor & Francis
In this article, we propose a new metric, the so-called martingale difference correlation, to
measure the departure of conditional mean independence between a scalar response …
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[引用][C] Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

X Shao, J Zhang - 2014