Expected Projection-Averaging of Conditional Distribution Function-based Measures for Independence Test and Feature Screening
Published in Journal of Multivariate Analysis, 2024
This paper introduces a projection-averaging framework for testing independence and performing feature screening based on conditional distribution function measures.
Recommended citation: Li Wang*, Hongyi Zhou*, Weidong Ma, Ying Yang. (2024). Expected Projection-Averaging of Conditional Distribution Function-based Measures for Independence Test and Feature Screening. Journal of Multivariate Analysis, 205, 105378.