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Sparse bridge estimation with a diverging number of parameters - MaRDI portal

Sparse bridge estimation with a diverging number of parameters (Q897174)

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scientific article; zbMATH DE number 6521697
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English
Sparse bridge estimation with a diverging number of parameters
scientific article; zbMATH DE number 6521697

    Statements

    Sparse bridge estimation with a diverging number of parameters (English)
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    17 December 2015
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    bridge
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    diverging number of parameters
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    lasso
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    regression
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    ridge
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    variable selection
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