General shrinkage rule with respect to -norms for bridge estimation

DOI10.3969/J.ISSN.1001-4268.2015.04.002zbMATH Open1349.62320MaRDI QIDQ2992237FDOQ2992237

Authors: Yujie Gai, Z.-l. Zhang, Jun Zhang 

Publication date: 10 August 2016

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zbMATH Keywords

variable selectionshrinkage rulebridge estimationhigh-dimensional linear model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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