Bridge regression: adaptivity and group selection

DOI10.1016/j.jspi.2011.05.004zbMath1219.62118OpenAlexW2025126004MaRDI QIDQ2276183

Young Joo Yoon, Cheol-Woo Park

Publication date: 1 August 2011

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.2011.05.004

zbMATH Keywords

variable selectionanalysis of variancemulticollinearitypenalized regressionoracle propertyvarying-coefficient modelsbridge regression

Mathematics Subject Classification ID

Linear inference, regression (62J99) General nonlinear regression (62J02) Applications of mathematical programming (90C90)

Related Items

Bayesian bridge regression, Group regularization for zero-inflated poisson regression models with an application to insurance ratemaking, Adaptive group bridge estimation for high-dimensional partially linear models, Group variable selection in cardiopulmonary cerebral resuscitation data for veterinary patients, Bayesian group bridge for bi-level variable selection, Sparsely restricted penalized estimators, On group-wise \(\ell_p\) regularization: theory and efficient algorithms, On a generalization of the test of endogeneity in a two stage least squares estimation, A new Gibbs sampler for Bayesian lasso, The reciprocal Bayesian bridge for left-censored data, Deterministic bridge regression for compressive classification, Penalized MM regression estimation withL_γpenalty: a robust version of bridge regression, Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation, Selection of tuning parameters in bridge regression models via Bayesian information criterion, A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network, Bridge Estimation for Linear Regression Models with Mixing Properties, Bi-selection in the high-dimensional additive hazards regression model, Penalized regression models with autoregressive error terms, Mixed Lasso estimator for stochastic restricted regression models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• One-step sparse estimates in nonconcave penalized likelihood models
• Support vector machines with adaptive \(L_q\) penalty
• Statistical estimation in varying coefficient models
• Asymptotics for Lasso-type estimators.
• Least angle regression. (With discussion)
• On the asymptotic properties of the group lasso estimator for linear models
• On the adaptive elastic net with a diverging number of parameters
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Variable selection using MM algorithms
• Best Subsets Logistic Regression
• The Group Lasso for Logistic Regression
• The Bayesian Lasso
• A group bridge approach for variable selection
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
• A Statistical View of Some Chemometrics Regression Tools
• Regularization and Variable Selection Via the Elastic Net
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• Model Selection and Estimation in Regression with Grouped Variables
• Adaptive Lasso for Cox's proportional hazards model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems