In this article, for Lasso penalized linear regression models in high-dimensional settings, we propose a modified cross-validation (CV) method for selecting the penalty parameter. The methodology is ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

This is a preview. Log in through your library . Abstract We study the asymptotic properties of bridge estimators in sparse, high-dimensional, linear regression models when the number of covariates ...