{"ID":2831637,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2512.07423","arxiv_id":"2512.07423","title":"A model-free Screening procedure","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.","short_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...","url_abs":"https://arxiv.org/abs/2512.07423","url_pdf":"https://arxiv.org/pdf/2512.07423v1","authors":"[\"J Dedecker\",\"M L Taupin\",\"A S Tocquet\"]","published":"2025-12-08T10:56:48Z","proceeding":"math.ST","tasks":"[\"math.ST\"]","methods":"[]","has_code":false}