Fan, Jianqing; Liao, Yuan; Mincheva, Martina [Hallin, Marc; Fryzlewicz, Piotr; Huang, Na; Zhang, Wenyang; Peng, Heng; Onatski, Alexei; Lam, Clifford; Hu, Charlie; Bailey, Natalia; Pesaran, M. Hashem; Yamagata, Takashi; Viroli, Cinzia; Montanari, Angela; Yu, Yi; Samworth, Richard J.; Critchley, Frank; Zhang, Jian; Kent, John T.; Ahmad, Amir; Hashmi, Sarosh; Halawani, Sami M.; Bouveyron, Charles; Coad, D. S.; Maruri-Aguilar, H.; Dang, Wei; Yu, Keming; Farnè, Matteo; Ferreira, Marco A. R.; Frommlet, Florian; Gijbels, I.; Herrmann, K.; Verhasselt, A.; Gilks, Wally; Holzmann, Hajo; Leister, Anna; Huang, Hanwen; Liu, Yufeng; Marron, J. S.; Shen, Dan; Shen, Haipeng; Huang, Jian; Zhou, Yong; Jung, Sungkyu; Fine, Jason P.; Linton, Oliver; Vogt, Michael; Liu, Han; Wang, Lie; Mateu, Jorge; Pan, Guangming; Pourahmadi, Mohsen; Tang, Cheng Yong; Fan, Yingying; Won, Joong-Ho; Jang, Woncheol; Lim, Johan; Xue, Lingzhou; Zou, Hui] Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. (English) Zbl 1411.62138 J. R. Stat. Soc., Ser. B, Stat. Methodol. 75, No. 4, 603-680 (2013). MSC: 62H12 62H25 PDFBibTeX XMLCite \textit{J. Fan} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 75, No. 4, 603--680 (2013; Zbl 1411.62138) Full Text: DOI arXiv
Fan, Jianqing; Lv, Jinchi [Bickel, Peter; Bühlmann, Peter; Yao, Qiwei; Samworth, Richard; Hall, Peter; Titterington, D. M.; Xue, Jing-Hao; Anagnostopoulos, C.; Tasoulis, D. K.; Zhang, Wenyang; Xia, Yingcun; Johnstone, Iain M.; Richardson, Sylvia; Bottolo, Leonardo; Kent, John T.; Adragni, Kofi; Cook, R. Dennis; Gather, Ursula; Guddat, Charlotte; Greenshtein, Eitan; James, Gareth M.; Radchenko, Peter; Leng, Chenlei; Wang, Hansheng; Levina, Elizaveta; Zhu, Ji; Li, Runze; Liu, Yufeng; Longford, N. T.; Luo, Weiqi; Baxter, Paul D.; Taylor, Charles C.; Marron, J. S.; Morris, Jeffrey S.; Robert, Christian P.; Yu, Keming; Zhang, Cun-Hui; Zhang, Hao Helen; Zhou, Harrison H.; Lin, Xihong; Zou, Hui] Sure independence screening for ultrahigh dimensional feature space. With discussion and authors’ reply. (English) Zbl 1411.62187 J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 5, 849-911 (2008). MSC: 62J05 62J07 62F10 62-02 PDFBibTeX XMLCite \textit{J. Fan} and \textit{J. Lv}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 5, 849--911 (2008; Zbl 1411.62187) Full Text: DOI arXiv