Bayesian bootstrap adaptive lasso estimators of regression models

DOI10.1080/00949655.2020.1865959MaRDI QIDQ5065281zbMATH OpenOpenAlexFDO

Authors Bohan Li, Juan Wu

Publication date 18 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1865959

zbMATH Keywords

variable selectionBayesian bootstrapadaptive LASSOoracle properties

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 509150 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Asymptotic properties of the residual bootstrap for lasso estimators
• Asymptotics for Lasso-type estimators.
• Bootstrapping Lasso estimators
• Estimating the dimension of a model
• Ferguson distributions via Polya urn schemes
• General Bayesian updating and the loss-likelihood bootstrap
• High-dimensional graphs and variable selection with the Lasso
• Nonconcave penalized likelihood with a diverging number of parameters.
• On the Non-Negative Garrotte Estimator
• Regressions by Leaps and Bounds
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(2)

• Bayesian adaptive Lasso quantile regression
• Bootstrapping Lasso-type estimators in regression models

Describes a project that uses

Uses Software

• glmnet

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