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)

zbMATH Keywords

ridgelassovariable selectionregressionbridgediverging number of parameters

Mathematics Subject Classification ID

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

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Cited in

(5)

• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• General shrinkage rule with respect to \(\gamma\)-norms for bridge estimation
• Regularized bridge-type estimation with multiple penalties
• Bridge estimation for generalized linear models with a diverging number of parameters
• On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin

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