Bridge estimation for linear regression models with mixing properties

DOI10.1111/ANZS.12075MaRDI QIDQ2802877zbMATH OpenOpenAlexFDO

Authors Taewook Lee, Young Joo Yoon, Cheolwoo Park

Publication date 27 April 2016

Published in Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12075

zbMATH Keywords

asymptotic normalityvariable selectionconsistencyARMA modelsmixing processesbridge regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Penalized regression models with autoregressive error terms
• Adaptive bridge estimation for high-dimensional regression models
• Bridge Estimators in the Partially Linear Model with High Dimensionality
• Bridge regression: adaptivity and group selection
• Bridge estimation for generalized linear models with a diverging number of parameters

Cites work

• scientific article; zbMATH DE number 1034037 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Joint Regression Variable and Autoregressive Order Selection Criterion
• A Statistical View of Some Chemometrics Regression Tools
• A group bridge approach for variable selection
• Adaptive Lasso for Cox's proportional hazards model
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Asymptotics for Lasso-type estimators.
• Bridge regression: adaptivity and group selection
• Mixing properties of ARMA processes
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On the ``degrees of freedom of the lasso
• On the adaptive elastic net with a diverging number of parameters
• Penalized methods for bi-level variable selection
• Regression Models with Time Series Errors
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Sparsity and Smoothness Via the Fused Lasso
• Sparsity considerations for dependent variables
• Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
• Subset selection for vector autoregressive processes using Lasso
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(8)

• High dimensional regression for regenerative time-series: an application to road traffic modeling
• Penalized regression models with autoregressive error terms
• scientific article; zbMATH DE number 6831816 (Why is no real title available?)
• Bridge Estimators in the Partially Linear Model with High Dimensionality
• Mixed Lasso estimator for stochastic restricted regression models
• Huber-Dutter estimation of linear models with dependent errors
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• Sparsely restricted penalized estimators

This page was built for publication: Bridge estimation for linear regression models with mixing properties

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2802877)