A group bridge approach for variable selection
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Publication:3633158
DOI10.1093/biomet/asp020zbMath1163.62050OpenAlexW2054596996WikidataQ42236411 ScholiaQ42236411MaRDI QIDQ3633158
Cun-Hui Zhang, Huiliang Xie, Jian Huang, Shuangge Ma
Publication date: 17 June 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asp020
penalized regressionbridge estimatortwo-level selectioniterative lassovariable-selection consistency
Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)
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