Fused mean-variance filter for feature screening

Xiaodong Yan, Nian-Sheng Tang, Jinhan Xie, Xianwen Ding, Zhiqiang Wang. Fused mean-variance filter for feature screening. Computational Statistics & Data Analysis, 122:18-32, 2018. [doi]

@article{YanTXDW18,
  title = {Fused mean-variance filter for feature screening},
  author = {Xiaodong Yan and Nian-Sheng Tang and Jinhan Xie and Xianwen Ding and Zhiqiang Wang},
  year = {2018},
  doi = {10.1016/j.csda.2017.10.008},
  url = {https://doi.org/10.1016/j.csda.2017.10.008},
  researchr = {https://researchr.org/publication/YanTXDW18},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {122},
  pages = {18-32},
}