Adaptive bridge estimation for high-dimensional regression models

DOI10.1186/S13660-016-1205-YMaRDI QIDQ330138zbMATH OpenOpenAlexWikidataFDO

Authors Yanling Zhu, Zhi-Hong Chen, Chao Zhu

Publication date 24 October 2016

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

variable selectionoracle propertyhigh-dimensionalitypenalized methodtuning parameteradaptive bridge

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• Adaptive Lasso for sparse high-dimensional regression models
• Asymptotics for Lasso-type estimators.
• Bridge estimation for generalized linear models with a diverging number of parameters
• Least angle regression. (With discussion)
• Nearly unbiased variable selection under minimax concave penalty
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Adaptive Lasso and Its Oracle Properties
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection using MM algorithms

Cited in

(8)

• Adaptive bridge regression modeling and selection of the tuning parameters
• Bridge Estimators in the Partially Linear Model with High Dimensionality
• High-dimensional variable selection via low-dimensional adaptive learning
• Bridge estimation for linear regression models with mixing properties
• A systematic review on model selection in high-dimensional regression
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• Bridge regression: adaptivity and group selection
• Adaptive group bridge estimation for high-dimensional partially linear models

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