Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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Cited in
(9)- Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
- Estimation and inference in semi-functional partially linear measurement error models
- Model selection in high-dimensional noisy data: a simulation study
- De-noising boosting methods for variable selection and estimation subject to error-prone variables
- On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization
- Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression
- Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method
- A Note on Cross-Validation for Lasso Under Measurement Errors
- Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors
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