Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method

DOI10.1007/s11222-023-10312-5zbMath1523.62023OpenAlexW4387774053MaRDI QIDQ6089205

Xin Li, Dongya Wu

Publication date: 17 November 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-023-10312-5

zbMATH Keywords

sparse recoverystatistical consistencyerrors-in-variables modelcovariate relaxation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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