by the National Natural Science Foundation of China(Nos.11171112,11201190,11101158);Doctoral Fund of Ministry of Education of China(20130076110004)and the 111 Project of China(B14019).
In this paper we propose the Gini correlation screening(GCS)method to select the important variables with ultrahigh dimensional data.The new procedure is based on the Gini correlation coefficient via the covariance be...
supported by National Natural Science Foundation of China(Grant Nos.11171112,11101114 and 11201190);National Statistical Science Research Major Program of China(Grant No.2011LZ051)
In many applications,covariates can be naturally grouped.For example,for gene expression data analysis,genes belonging to the same pathway might be viewed as a group.This paper studies variable selection problem for c...