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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| Language: | en |
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Kansas State University
2013
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| Online Access: | http://hdl.handle.net/2097/15980 |