A model-free Screening procedure
Statistics Theory
2025-12-09 v1 Statistics Theory
Abstract
In this article, we propose a generic screening method for selecting explanatory variables correlated with the response variable Y . We make no assumptions about the existence of a model that could link Y with a subset of explanatory variables, nor about the distribution of the variables. Our procedure can therefore be described as ''model-free'' and can be applied in a wide range of situations. In order to obtain precise theoretical guarantees (Sure Screening Property and control of the False Positive Rate), we establish a Berry-Esseen type inequality for the studentized statistic of the slope estimator. We illustrate our selection procedure using two simulated examples and a real data set.
Cite
@article{arxiv.2512.07423,
title = {A model-free Screening procedure},
author = {J Dedecker and M L Taupin and A S Tocquet},
journal= {arXiv preprint arXiv:2512.07423},
year = {2025}
}