A group bridge approach for variable selection

DOI10.1093/biomet/asp020zbMath1163.62050OpenAlexW2054596996WikidataQ42236411 ScholiaQ42236411MaRDI QIDQ3633158

Cun-Hui Zhang, Huiliang Xie, Jian Huang, Shuangge Ma

Publication date: 17 June 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asp020

zbMATH Keywords

penalized regressionbridge estimatortwo-level selectioniterative lassovariable-selection consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

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