Adaptive bridge estimation for high-dimensional regression models

DOI10.1186/S13660-016-1205-YzbMATH Open1348.62074OpenAlexW2532888680WikidataQ59466042 ScholiaQ59466042MaRDI QIDQ330138FDOQ330138

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)

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

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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)

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Title not available (Why is that?)
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Asymptotics for Lasso-type estimators.
• Variable selection using MM algorithms
• Adaptive Lasso for sparse high-dimensional regression models
• A Statistical View of Some Chemometrics Regression Tools
• Bridge estimation for generalized linear models with a diverging number of parameters

Cited In (4)

• Bridge Estimators in the Partially Linear Model with High Dimensionality
• 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
• Bridge regression: adaptivity and group selection

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