Bridge Estimation for Linear Regression Models with Mixing Properties

DOI10.1111/anzs.12075zbMath1334.62116OpenAlexW2088260897MaRDI QIDQ2802877

Taewook Lee, Young Joo Yoon, Cheol-Woo Park

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12075

zbMATH Keywords

consistencyasymptotic normalityvariable selectionARMA modelsmixing processesbridge regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

Sparsely restricted penalized estimators ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation ⋮ Mixed Lasso estimator for stochastic restricted regression models

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