Adaptive bridge estimation for high-dimensional regression models

DOI10.1186/S13660-016-1205-YMaRDI QIDQ330138zbMATHOpenAlexWikidataFDO

Authors Yanling Zhu, Zhi-Hong Chen, Chao Zhu

Publication date 24 October 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/s13660-016-1205-y

zbMATH Keywords

variable selectionoracle propertyhigh-dimensionalitypenalized methodtuning parameteradaptive bridge

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Recommendations

• Bridge regression: adaptivity and group selection
• Quasi-likelihood adaptive Lasso estimators for high-dimensional generalized linear models
• Quasi-likelihood bridge estimators for high-dimensional generalized linear models
• Variable selection in high-dimensional partially linear models
• High-dimensional variable selection via low-dimensional adaptive learning

Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• Adaptive Lasso for sparse high-dimensional regression models
• Asymptotics for Lasso-type estimators.
• Bridge estimation for generalized linear models with a diverging number of parameters
• Least angle regression. (With discussion)
• Nearly unbiased variable selection under minimax concave penalty
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Adaptive Lasso and Its Oracle Properties
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection using MM algorithms

Cited in

(8)

• Adaptive bridge regression modeling and selection of the tuning parameters
• Bridge Estimators in the Partially Linear Model with High Dimensionality
• High-dimensional variable selection via low-dimensional adaptive learning
• Bridge estimation for linear regression models with mixing properties
• A systematic review on model selection in high-dimensional regression
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• Bridge regression: adaptivity and group selection
• Adaptive group bridge estimation for high-dimensional partially linear models

This page was built for publication: Adaptive bridge estimation for high-dimensional regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q330138)