Variable selection in multivariate regression models with measurement error in covariates

DOI10.1016/J.JMVA.2024.105299MaRDI QIDQ6536692zbMATH OpenFDO

Authors Jingyu Cui, Grace Y. Yi

Publication date 13 May 2024

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2024.105299

zbMATH Keywords

variable selectionmeasurement errormultivariate regressionsensitivity analysisdiverging dimensionpenalized least squares estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

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Cited in

(2)

• Multiple regression for matrix and vector predictors: models, theory, algorithms, and beyond
• Multivariate regression with measurement error: bias analysis and estimation

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