Linear and Conic Programming Estimators in High Dimensional Errors-in-variables Models

DOI10.1111/rssb.12196zbMath1411.62180arXiv1408.0241OpenAlexW2963943660MaRDI QIDQ5743253

Alexandre Belloni, Alexandre B. Tsybakov, Mathieu Rosenbaum

Publication date: 9 May 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.0241

zbMATH Keywords

Dantzig selectorlinear regression modelconic programmingmatrix uncertainty selectorprediction sensitivity

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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