Optimal estimation of slope vector in high-dimensional linear transformation models

DOI10.1016/J.JMVA.2018.09.001zbMath1410.62128arXiv1604.07087OpenAlexW2962904036MaRDI QIDQ1755121

Xin Lu Tan

Publication date: 4 January 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.07087

zbMATH Keywords

canonical correlation analysisKendall's tauoptimal rate of convergenceelliptical distributionvariables transformationelastic net penalty

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Uses Software

• PDCO
• gam

Cites Work

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• Comment

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