CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2015, 31(4) 347-356 DOI:      ISSN: 1001-4268 CN: 31-1256

Current Issue | Archive | Search                                                            [Print]   [Close]
article
Information and Service
This Article
Supporting info
PDF(431KB)
[HTML]
Reference
Service and feedback
Email this article to a colleague
Add to Bookshelf
Add to Citation Manager
Cite This Article
Email Alert
Keywords
Authors
PubMed

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.

Keywords��
Received  Revised  Online:  
DOI:
Fund:
Corresponding Authors: Gai Yujie
Email:
About author:

References��
Similar articles

Copyright by CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST