Ontology highlight
ABSTRACT:
SUBMITTER: Bastien B
PROVIDER: S-EPMC9041748 | biostudies-literature | 2022
REPOSITORIES: biostudies-literature
Bastien B B Boukhobza T T Dumond H H Gégout-Petit A A Muller-Gueudin A A Thiébaut C C
Journal of applied statistics 20201027 3
We propose a new methodology for selecting and ranking covariates associated with a variable of interest in a context of high-dimensional data under dependence but few observations. The methodology successively intertwines the clustering of covariates, decorrelation of covariates using Factor Latent Analysis, selection using aggregation of adapted methods and finally ranking. A simulation study shows the interest of the decorrelation inside the different clusters of covariates. We first apply ou ...[more]