On parameter estimation for high dimensional errors-in-variables models
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Publication:5141233
DOI10.1007/978-3-030-48814-7_8zbMATH Open1455.62056OpenAlexW3042928096MaRDI QIDQ5141233FDOQ5141233
Authors: Silvelyn Zwanzig, Rauf Ahmad 
Publication date: 18 December 2020
Published in: Analytical Methods in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-48814-7_8
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Point estimation (62F10) Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
- Measurement error in Lasso: impact and likelihood bias correction
- Sparse recovery under matrix uncertainty
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- A well-conditioned estimator for large-dimensional covariance matrices
- Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
- Title not available (Why is that?)
- Condition-Number-Regularized Covariance Estimation
- Applied multivariate statistical analysis.
- An introduction to random matrices
- Lectures on the theory of estimation of many parameters
- A note on covariance estimation in the unbiased estimator of risk framework
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models
- CoCoLasso for high-dimensional error-in-variables regression
Cited In (11)
- Unifying some higher-order statistic-based methods for errors-in-variables model identification
- Screening Methods for Linear Errors-in-Variables Models in High Dimensions
- Ill-posed estimation in high-dimensional models with instrumental variables
- An ``errors-in-variables straight line model in a high-dimensional space
- An error estimator for separated representations of highly multidimensional models
- Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method
- Improving a constant in high-dimensional discrepancy estimates
- Inference for high dimensional linear models with error-in-variables
- High-dimensional inference in misspecified linear models
- Estimation in high-dimensional analysis and multivariate linear models
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
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