Adaptive bridge estimation for high-dimensional regression models

被引：4
|
作者：
Chen, Zhihong [1 ]
Zhu, Yanling [1 ]
Zhu, Chao [2 ]
机构：
[1] Univ Int Business & Econ, Sch Int Trade & Econ, Beijing 100029, Peoples R China
[2] Univ Wisconsin, Dept Math Sci, Milwaukee, WI 53201 USA
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2016年
关键词：
adaptive bridge; high-dimensionality; variable selection; oracle property; penalized method; tuning parameter; VARIABLE SELECTION; ORACLE PROPERTIES; LASSO;
D O I：
10.1186/s13660-016-1205-y
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
引用
收藏
页数：8
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