Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
DOI10.1080/10618600.2018.1425626OpenAlexW3100943233MaRDI QIDQ73072FDOQ73072
Øystein Sørensen, Magne Thoresen, Kristoffer H. Hellton, Øystein Sørensen, Magne Thoresen, Kristoffer Herland Hellton, Arnoldo Frigessi, Arnoldo Frigessi
Publication date: 6 June 2018
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.1070
generalized linear modelhigh-dimensional inferencematrix uncertainty selectormeasurement errorsparse estimation
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Cited In (10)
- Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
- Estimation and inference in semi-functional partially linear measurement error models
- Model selection in high-dimensional noisy data: a simulation study
- De-noising boosting methods for variable selection and estimation subject to error-prone variables
- On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization
- Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression
- hdme
- Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method
- A Note on Cross-Validation for Lasso Under Measurement Errors
- Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors
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