Inference for high dimensional linear models with error-in-variables
From MaRDI portal
Recommendations
- Inference in high dimensional linear measurement error models
- High-dimensional inference in misspecified linear models
- High-dimensional inference for linear model with correlated errors
- On parameter estimation for high dimensional errors-in-variables models
- Estimating the error variance in a high-dimensional linear model
- Inference for Linear Models with Dependent Errors
- An ``errors-in-variables straight line model in a high-dimensional space
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions
- Linear and conic programming estimators in high dimensional errors-in-variables models
- Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models
Cites work
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- CoCoLasso for high-dimensional error-in-variables regression
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Improved matrix uncertainty selector
- Linear and conic programming estimators in high dimensional errors-in-variables models
- Measurement Error in Nonlinear Models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Sparse recovery under matrix uncertainty
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
Cited in
(8)- Inference in high dimensional linear measurement error models
- High-dimensional inference in misspecified linear models
- Inference in Error Orthogonal Models
- Linear and conic programming estimators in high dimensional errors-in-variables models
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions
- Confidence intervals for high-dimensional accelerated failure time models under measurement errors
- Truncated composite quantile regression with covariates measurement errors
This page was built for publication: Inference for high dimensional linear models with error-in-variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083970)
