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Regularized bridge-type estimation with multiple penalties |
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| Authors: | De Gregorio Alessandro Iafrate Francesco |
| Affiliation: | 1.Department of Statistical Sciences, “Sapienza” University of Rome, P.le Aldo Moro, 5, 00185, Rome, Italy ; |
| Abstract: | Annals of the Institute of Statistical Mathematics - The aim of this paper is to introduce an adaptive penalized estimator for identifying the true reduced parametric model under the sparsity... |
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