Balanced estimation for high-dimensional measurement error models
DOI10.1016/J.CSDA.2018.04.009zbMATH Open1469.62183OpenAlexW2799951999WikidataQ129897828 ScholiaQ129897828MaRDI QIDQ1663093FDOQ1663093
Gaorong Li, Yang Li, Chongxiu Yu, Zemin Zheng
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.04.009
Recommendations
- Variable selection in measurement error models
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- Covariate Selection for Linear Errors-in-Variables Regression Models
model selectionhigh dimensionalitymeasurement errorsbalanced estimationcombined \(L_1\) and concave regularizationnearest positive semi-definite projection
Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
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- The constrained Dantzig selector with enhanced consistency
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Cited In (7)
- Logarithmic calibration for nonparametric multiplicative distortion measurement errors models
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions
- L 0 -regularization for high-dimensional regression with corrupted data
- Estimation of mean response via the effective balancing score
- Scalable interpretable learning for multi-response error-in-variables regression
- Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion
- Statistical identification with error balancing
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