Independence screening is a variable selection method that uses a ranking criterion to select significant variables, particularly for statistical models with nonpolynomial dimensionality or "large p, ...

Let Q = (Q₁ ,..., Qn) be a random vector drawn from the uniform distribution on the set of all n! permutations of {1, 2, ..., n]. Let Z = (Z₁ ,..., Zn), where Zj is the mean zero variance one random ...

The asymptotic single risk factor (ASRF) approach is a simplified framework for determining regulatory capital charges for credit risk and has become an integral part of how credit risk capital ...