Sparsely restricted penalized estimators
From MaRDI portal
Publication:5078476
DOI10.1080/03610926.2019.1682164OpenAlexW2982277000MaRDI QIDQ5078476
Hüseyin Güler, Ebru Ozgur Guler
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1682164
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust and sparse bridge regression
- One-step sparse estimates in nonconcave penalized likelihood models
- Restricted ridge estimation.
- Asymptotics for Lasso-type estimators.
- Least angle regression. (With discussion)
- An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
- Bridge regression: adaptivity and group selection
- Pathwise coordinate optimization
- Coordinate descent algorithms for lasso penalized regression
- Bridge Estimation for Linear Regression Models with Mixing Properties
- Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- A Comparison of Mixed and Ridge Estimators of Linear Models
- A new approach to variable selection in least squares problems
- A Statistical View of Some Chemometrics Regression Tools
- Linear Models in Statistics
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
This page was built for publication: Sparsely restricted penalized estimators