Adaptive bridge estimation for high-dimensional regression models

Adaptive bridge estimation for high-dimensional regression models

Abstract In high-dimensional models, the penalized method becomes an effective measure to select variables. We propose an adaptive bridge method and show its oracle property. The effectiveness of the proposed method is demonstrated by numerical results.

Bibliographic Details
Main Authors: Zhihong Chen, Yanling Zhu, Chao Zhu
Format: Article
Language:English
Published: SpringerOpen 2016-10-01
Series:Journal of Inequalities and Applications
Subjects:
adaptive bridge
high-dimensionality
variable selection
oracle property
penalized method
tuning parameter
Online Access:http://link.springer.com/article/10.1186/s13660-016-1205-y

Internet

http://link.springer.com/article/10.1186/s13660-016-1205-y

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