Penalized Regressions: The Bridge versus the Lasso
- 1 September 1998
- journal article
- research article
- Published by JSTOR in Journal of Computational and Graphical Statistics
- Vol. 7 (3) , 397-416
- https://doi.org/10.2307/1390712
Abstract
Bridge regression, a special family of penalized regressions of a penalty function ∑|β j|γ with γ ≥ 1, is considered. A general approach to solve for the bridge...Keywords
This publication has 1 reference indexed in Scilit:
- Regression Shrinkage and Selection Via the LassoJournal of the Royal Statistical Society Series B: Statistical Methodology, 1996