Variable selection in multivariate regression models with measurement error in covariates

DOI10.1016/J.JMVA.2024.105299MaRDI QIDQ6536692FDOQ6536692

Authors: Jingyu Cui, Grace Y. Yi 

Publication date: 13 May 2024

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

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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