Variable selection in the Box-Cox power transformation model

DOI10.1016/j.jspi.2021.05.003zbMath1477.62182OpenAlexW3162206352MaRDI QIDQ2242871

Jing Qin, Ao Yuan, Baojiang Chen

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

variable selectionLassoMCPSCADhigh dimensional modelBox-Cox

Mathematics Subject Classification ID

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

Uses Software

• glmnet

Cites Work

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