Variable selection in the Box-Cox power transformation model

DOI10.1016/J.JSPI.2021.05.003MaRDI QIDQ2242871zbMATH OpenOpenAlexFDO

Authors Baojiang Chen, Jing Qin, Ao Yuan

Publication date 10 November 2021

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2021.05.003

zbMATH Keywords

Box-Coxhigh dimensional modelLassoMCPSCADvariable selection

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• A Statistical View of Some Chemometrics Regression Tools
• An Analysis of Transformations Revisited
• Asymptotic oracle properties of SCAD-penalized least squares estimators
• Confidence intervals for low dimensional parameters in high dimensional linear models
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Debiasing the debiased Lasso with bootstrap
• Debiasing the Lasso: optimal sample size for Gaussian designs
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• Least angle regression. (With discussion)
• Measures of Location of Skew Distributions Obtained Through Box-Cox Transformations
• Nearly unbiased variable selection under minimax concave penalty
• Nonconcave Penalized Likelihood With NP-Dimensionality
• One-step sparse estimates in nonconcave penalized likelihood models
• Power transformations to symmetry
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
• The Adaptive Lasso and Its Oracle Properties
• The Analysis of Transformed Data
• Transformations in Regression: A Robust Analysis
• Using a Generalized Mean as a Measure of Location
• Variable selection for Cox's proportional hazards model and frailty model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak convergence and empirical processes. With applications to statistics

Cited in

(4)

• Variable selection of transformation models with unknown transformation function
• Variable selection in joint mean and variance models of Box-Cox transformation
• Transfer learning under Box-Cox transformation linear regressive model
• Transfer learning for Box-Cox transformed spatial autoregressive models

Describes a project that uses

Uses Software

• glmnet

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