“…[
20 ] and Yuan et al. [
28 ] Condition C4 assumes that the minimum true signal‐to‐noise ratio, where the signal vanishes can converge to zero at the order of
as the sample size
goes to infinity. Such a condition is typical in the feature screening literature, such as Fan and Lv, [ 1 ] He et al., [
9 ] Tang et al.…”