Consistent bi-level variable selection via composite group bridge penalized regression

Master of Science === Department of Statistics === Kun Chen === We study the composite group bridge penalized regression methods for conducting bilevel variable selection in high dimensional linear regression models with a diverging number of predictors. The proposed method combines the ideas of bri...

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Bibliographic Details
Main Author: Seetharaman, Indu
Language:en
Published: Kansas State University 2013
Subjects:
Online Access:http://hdl.handle.net/2097/15980