Adaptive bridge estimation for high-dimensional regression models

Journal of inequalities and applications

Zhihong Chen¹ 

关键词: adaptive bridge;    high-dimensionality;    variable selection;    oracle property;    penalized method;    tuning parameter;    62F12;    62E15;    62J05;   

DOI  :  10.1186/s13660-016-1205-y

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

In high-dimensional models, the penalized method becomes an effective measure to select variables. We propose an adaptive bridge method and show its oracle property. The effectiveness of the proposed method is demonstrated by numerical results.

【 授权许可】

CC BY