Adaptive bridge estimation for high-dimensional regression models

被引：4

作者：

Chen, Zhihong ^{[1
]}

Zhu, Yanling ^{[1
]}

Zhu, Chao ^{[2
]}

机构：

[1] Univ Int Business & Econ, Sch Int Trade & Econ, Beijing 100029, Peoples R China

[2] Univ Wisconsin, Dept Math Sci, Milwaukee, WI 53201 USA

来源：

JOURNAL OF INEQUALITIES AND APPLICATIONS | 2016年

关键词：

adaptive bridge; high-dimensionality; variable selection; oracle property; penalized method; tuning parameter; VARIABLE SELECTION; ORACLE PROPERTIES; LASSO;

D O I：

10.1186/s13660-016-1205-y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

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.

引用

页数：8

共 50 条

[21] Robust Estimation of High-Dimensional Linear Regression With Changepoints
Cui, Xiaolong
Geng, Haoyu
Wang, Zhaojun
Zou, Changliang
IEEE TRANSACTIONS ON INFORMATION THEORY, 2024, 70 (10) : 7297 - 7319
[22] Optimal M-estimation in high-dimensional regression
Bean, Derek
Bickel, Peter J.
El Karoui, Noureddine
Yu, Bin
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2013, 110 (36) : 14563 - 14568
[23] Debiasing and Distributed Estimation for High-Dimensional Quantile Regression
Zhao, Weihua
Zhang, Fode
Lian, Heng
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2020, 31 (07) : 2569 - 2577
[24] Variable selection and estimation in high-dimensional models
Horowitz, Joel L.
CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 2015, 48 (02): : 389 - 407
[25] Variance estimation in high-dimensional linear models
Dicker, Lee H.
BIOMETRIKA, 2014, 101 (02) : 269 - 284
[26] High-Dimensional Gaussian Graphical Regression Models with Covariates
Zhang, Jingfei
Li, Yi
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2023, 118 (543) : 2088 - 2100
[27] TESTING HIGH-DIMENSIONAL REGRESSION COEFFICIENTS IN LINEAR MODELS
Zhao, Alex
Li, Changcheng
Li, Runze
Zhang, Zhe
ANNALS OF STATISTICS, 2024, 52 (05): : 2034 - 2058
[28] Weak Signals in High-Dimensional Logistic Regression Models
Reangsephet, Orawan
Lisawadi, Supranee
Ahmed, Syed Ejaz
PROCEEDINGS OF THE THIRTEENTH INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT, VOL 1, 2020, 1001 : 121 - 133
[29] Tests for high-dimensional partially linear regression models
Shi, Hongwei
Yang, Weichao
Sun, Bowen
Guo, Xu
STATISTICAL PAPERS, 2025, 66 (03)
[30] Empirical likelihood for high-dimensional linear regression models
Hong Guo
Changliang Zou
Zhaojun Wang
Bin Chen
Metrika, 2014, 77 : 921 - 945

← 1 2 3 4 5 →