Sparse bridge estimation with a diverging number of parameters

DOI10.4310/SII.2013.V6.N2.A7zbMath1327.62402MaRDI QIDQ897174

Hosik Choi, Yongdai Kim, Sunghoon Kwon

Publication date: 17 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

ridgeregressionvariable selectionbridgelassodiverging number of parameters

Mathematics Subject Classification ID

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

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On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin

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