A group bridge approach for variable selection
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Publication:3633158
DOI10.1093/biomet/asp020zbMath1163.62050WikidataQ42236411 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 regression; bridge estimator; two-level selection; iterative lasso; variable-selection consistency
62F12: Asymptotic properties of parametric estimators
62-08: Computational methods for problems pertaining to statistics
62J05: Linear regression; mixed models
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