On parameter estimation for high dimensional errors-in-variables models
From MaRDI portal
Publication:5141233
Recommendations
- An ``errors-in-variables straight line model in a high-dimensional space
- Linear and conic programming estimators in high dimensional errors-in-variables models
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models
- Estimation in multivariate errors-in-variables models
- A minimax approach to errors-in-variables linear models
Cites work
- scientific article; zbMATH DE number 5224144 (Why is no real title available?)
- A note on covariance estimation in the unbiased estimator of risk framework
- A well-conditioned estimator for large-dimensional covariance matrices
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models
- An introduction to random matrices
- Applied multivariate statistical analysis.
- CoCoLasso for high-dimensional error-in-variables regression
- Condition-Number-Regularized Covariance Estimation
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- Lectures on the theory of estimation of many parameters
- Measurement error in Lasso: impact and likelihood bias correction
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss
- Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
- Sparse recovery under matrix uncertainty
Cited in
(13)- High-dimensional inference in misspecified linear models
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions
- An ``errors-in-variables straight line model in a high-dimensional space
- An error estimator for separated representations of highly multidimensional models
- Linear and conic programming estimators in high dimensional errors-in-variables models
- Estimation in high-dimensional analysis and multivariate linear models
- Ill-posed estimation in high-dimensional models with instrumental variables
- Inference for high dimensional linear models with error-in-variables
- Unifying some higher-order statistic-based methods for errors-in-variables model identification
- Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models
- Improving a constant in high-dimensional discrepancy estimates
This page was built for publication: On parameter estimation for high dimensional errors-in-variables models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5141233)
