Balanced estimation for high-dimensional measurement error models
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Publication:1663093
DOI10.1016/j.csda.2018.04.009zbMath1469.62183OpenAlexW2799951999MaRDI QIDQ1663093
Yang Li, Chongxiu Yu, Zemin Zheng, Gao Rong Li
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
model selectionhigh dimensionalitymeasurement errorsbalanced estimationcombined \(L_1\) and concave regularizationnearest positive semi-definite projection
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05)
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Cites Work
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