Sparse bridge estimation with a diverging number of parameters

DOI10.4310/SII.2013.V6.N2.A7zbMATH Open1327.62402MaRDI QIDQ897174FDOQ897174

Authors: Hosik Choi, Yongdai Kim, Sunghoon Kwon 

Publication date: 17 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

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zbMATH Keywords

ridgelassovariable selectionregressionbridgediverging number of parameters

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (3)

• On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Bridge estimation for generalized linear models with a diverging number of parameters

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