Adaptive bridge regression modeling and selection of the tuning parameters

zbMATH Open1351.62138arXiv1204.3130MaRDI QIDQ5408902FDOQ5408902

Shuichi Kawano

Publication date: 11 April 2014

Full work available at URL: https://arxiv.org/abs/1204.3130

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zbMATH Keywords

information criterionadaptive penaltyBayesian approachpenalized maximum likelihood methodbridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (1)

• Selection of tuning parameters in bridge regression models via Bayesian information criterion

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