Adaptive bridge estimation for high-dimensional regression models

Zhihong Chen; Yanling Zhu; Chao Zhu

doi:10.1186/s13660-016-1205-y

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Adaptive bridge estimation for high-dimensional regression models

Zhihong Chen Yanling Zhu Chao Zhu

Year: 2016 Journal: Journal of Inequalities and Applications Vol: 2016 (1) Publisher: Springer Science+Business Media

DOI: 10.1186/s13660-016-1205-y

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Abstract

Abstract 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.

Keywords:

Mathematics Estimation Regression Bridge (graph theory) Statistics Regression analysis Applied mathematics Econometrics

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Structural Health Monitoring Techniques

Physical Sciences → Engineering → Civil and Structural Engineering

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Adaptive bridge estimation for high-dimensional regression models

Abstract

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