Adaptive bridge estimation for high-dimensional regression models

DOI10.1186/S13660-016-1205-YzbMath1348.62074OpenAlexW2532888680WikidataQ59466042 ScholiaQ59466042MaRDI QIDQ330138

Yanling Zhu, Chao Zhu, Zhi-Hong Chen

Publication date: 24 October 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-016-1205-y

zbMATH Keywords

variable selectionhigh-dimensionalityoracle propertypenalized methodtuning parameteradaptive bridge

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15)

Related Items (2)

Adaptive group bridge estimation for high-dimensional partially linear models ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation

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