D. V. Valuev

Permutation-Centered Henze–Zirkler Screening with Ties: Exact Finite-Sample Centering, Controlled Pairwise Approximation, and Field Assessment

PCHZ-SIS (permutation-centered tie-aware Henze–Zirkler sure independence screening) is a specialized marginal screening method for mixed data containing continuous and ordered–discrete predictors with extensive ties. The method combines tie-aware mid-rank Gaussianization, exact analytical computation of the conditional...