The nonparametric Box-Cox model for high-dimensional regression analysis
From MaRDI portal
Publication:6150521
DOI10.1016/j.jeconom.2023.01.025MaRDI QIDQ6150521
No author found.
Publication date: 6 March 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- A simple nonparametric estimator of a strictly monotone regression function
- Testing a single regression coefficient in high dimensional linear models
- Robust rank correlation based screening
- Composite quantile regression and the oracle model selection theory
- One-step sparse estimates in nonconcave penalized likelihood models
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Estimating a smooth monotone regression function
- Nonparametric kernel regression subject to monotonicity constraints
- On rank estimators in increasing dimensions
- Simultaneous analysis of Lasso and Dantzig selector
- Strong oracle optimality of folded concave penalized estimation
- Prediction and Power Transformations when the Choice of Power is Restricted to a Finite Set
- On the Comparative Anatomy of Transformations
- An Analysis of Transformations Revisited
- On prediction and the power transformation family
- Estimating Smooth Monotone Functions
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
- Applied Linear Regression
- Statistical Foundations of Data Science
- Nonconcave Penalized Likelihood With NP-Dimensionality
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- Rank Estimation of Transformation Models
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
This page was built for publication: The nonparametric Box-Cox model for high-dimensional regression analysis