The Broken Adaptive Ridge Procedure and Its Applications

DOI10.5705/ss.202018.0075zbMath1439.62169OpenAlexW2954891100WikidataQ129531427 ScholiaQ129531427MaRDI QIDQ5109933

Gang Li, Kani Chen, Linlin Dai

Publication date: 14 May 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202018.0075

zbMATH Keywords

linear regressionoracle estimatorre-weighted \(\ell_2\)-penalization

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (2)

A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach ⋮ Broken adaptive ridge regression for right-censored survival data

This page was built for publication: The Broken Adaptive Ridge Procedure and Its Applications