A high-dimensional additive model with a nonparametric extension of Box-Cox transformations
From MaRDI portal
Cites work
- A new family of power transformations to improve normality or symmetry
- A simple nonparametric estimator of a strictly monotone regression function
- Adaptive Lasso for sparse high-dimensional regression models
- Additive regression and other nonparametric models
- An Analysis of Transformations Revisited
- Factor models for asset returns based on transformed factors
- Generalized additive and index models with shape constraints
- High-dimensional additive modeling
- scientific article; zbMATH DE number 5190601 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Maximum likelihood estimation for semiparametric transformation models with interval-censored data
- Monte Carlo statistical methods
- Most likely transformations
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- On rank estimators in increasing dimensions
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- OUP accepted manuscript
- Penalized integrative analysis under the accelerated failure time model
- Rank Estimation of Transformation Models
- Sparse additive models
- The nonparametric Box-Cox model for high-dimensional regression analysis
- Variable selection in nonparametric additive models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: A high-dimensional additive model with a nonparametric extension of Box-Cox transformations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7302875)
