Abstract
Feature screening with missing data is a critical problem but has not been well addressed in the literature. In this discussion we propose a new screening index based on “information value” and apply it to feature screening with missing covariates.
| Original language | English |
|---|---|
| Pages (from-to) | 134-136 |
| Number of pages | 3 |
| Journal | Statistical Theory and Related Fields |
| Volume | 2 |
| Issue number | 2 |
| DOIs | |
| State | Published - 3 Jul 2018 |
Keywords
- Feature screening
- missing at random
- missing covariates