Bayesian bootstrap adaptive lasso estimators of regression models

DOI10.1080/00949655.2020.1865959OpenAlexW3119009894MaRDI QIDQ5065281FDOQ5065281

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

• Estimating the dimension of a model
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• High-dimensional graphs and variable selection with the Lasso
• Title not available (Why is that?)
• Asymptotics for Lasso-type estimators.
• Bootstrapping Lasso estimators
• Regressions by Leaps and Bounds
• Nonconcave penalized likelihood with a diverging number of parameters.
• On the Non-Negative Garrotte Estimator
• Title not available (Why is that?)
• Ferguson distributions via Polya urn schemes
• Asymptotic properties of the residual bootstrap for lasso estimators
• General Bayesian updating and the loss-likelihood bootstrap

Cited In (2)

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

Uses Software

• glmnet

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