Optimal estimation of slope vector in high-dimensional linear transformation models
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Publication:1755121
DOI10.1016/j.jmva.2018.09.001zbMath1410.62128arXiv1604.07087OpenAlexW2962904036MaRDI QIDQ1755121
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
canonical correlation analysisKendall's tauoptimal rate of convergenceelliptical distributionvariables transformationelastic net penalty
Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Uses Software
Cites Work
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