Bridge regression: adaptivity and group selection

DOI10.1016/J.JSPI.2011.05.004zbMATH Open1219.62118OpenAlexW2025126004MaRDI QIDQ2276183FDOQ2276183

Young Joo Yoon, Cheolwoo 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 selectionmulticollinearityoracle propertypenalized regressionvarying-coefficient modelsanalysis of variancebridge regression

Mathematics Subject Classification ID

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

Cites Work

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• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
• A Statistical View of Some Chemometrics Regression Tools
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• On the adaptive elastic net with a diverging number of parameters
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Adaptive Lasso for Cox's proportional hazards model
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• Support vector machines with adaptive \(L_q\) penalty

Cited In (21)

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

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