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ADAPTIVE BRIDGE REGRESSION MODELING AND SELECTION OF THE TUNING PARAMETERS

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概要 We consider the problem of constructing an adaptive bridge regression modeling, which is a penalized procedure where different weights are imposed on different coefficients in a bridge penalty term. A... crucial issue in the modeling process is the choice of the adjusted parameters included in the models. Here, we treat the selection of the adjusted parameters as model selection and evaluation problems. In order to select the parameters, the model selection criteria are derived from information-theoretic and Bayesian approaches. We conduct some numerical studies to investigate the effectiveness of our proposed modeling strategy.続きを見る

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登録日 2015.03.09
更新日 2020.10.22

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