Ӧ�ø���ͳ�� 2015, 31(4) 347-356 DOI:      ISSN: 1001-4268 CN: 31-1256

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�ؼ����� �Żع�   ��ά����ģ��   ����ѡ��   ѹ������.  
General Shrinkage Rule with Respect to gamma-Norms for Bridge Estimation
Gai Yujie, Zhang Zhanli, Zhang Jun
School of Statistics and Mathematics, Central University of Finance and Economics; Shen Zhen -- Hong Kong Joint Research Centre for Applied Statistical Sciences, College of Mathematics and Computational Science, Institute of Statistical Sciences, Shenzhen University
Abstract:

Bridge regression, a special family of penalized regressions
of a penalty function  with , has been studied in many
literatures. In this paper, we provide some theoretical results of how the shrinkage
rule changing with  under two settings:  and ,
respectively. Simulation results are conducted to evaluate the performance of the
proposed method.

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