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Bayesian Bridge Regression

Classical bridge regression is known to possess many desirable statistical properties such as oracle, sparsity, and unbiasedness. One outstanding disadvantage of bridge regularization, however, is that it lacks a systematic approach to inference, reducing its flexibility in practical applications. I...

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Bibliografiske detaljer
Udgivet i:J Appl Stat
Main Authors: Mallick, Himel, Yi, Nengjun
Format: Artigo
Sprog:Inglês
Udgivet: 2017
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC6426306/
https://ncbi.nlm.nih.gov/pubmed/30906097
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/02664763.2017.1324565
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