Bridge estimation for linear regression models with mixing properties
DOI10.1111/ANZS.12075zbMATH Open1334.62116OpenAlexW2088260897MaRDI QIDQ2802877FDOQ2802877
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
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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)
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Cited In (6)
- Title not available (Why is that?)
- Mixed Lasso estimator for stochastic restricted regression models
- Bridge Estimators in the Partially Linear Model with High Dimensionality
- 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
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