Oracle estimation of parametric transformation models

DOI10.1214/15-EJS1083MaRDI QIDQ5965319zbMATH OpenWikidataFDO

Authors Y. Goldberg, Wenbin Lu, J. P. Fine

Publication date 3 March 2016

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1455715958

zbMATH Keywords

maximum likelihood estimationBox-Cox transformationshrinkage estimationoracle transformation

Mathematics Subject Classification ID

Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(3)

• Oracle estimation of parametric transformation models
• Reduced rank multinomial logistic regression in Markov chains with application to cognitive data
• Oracle estimation of parametric models under boundary constraints

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