Pages that link to "Item:Q5743253"

The following pages link to Linear and Conic Programming Estimators in High Dimensional Errors-in-variables Models (Q5743253):

Displaying 17 items.

• Inference in high dimensional linear measurement error models (Q2034474) (← links)
• Inference in latent factor regression with clusterable features (Q2137004) (← links)
• Scalable interpretable learning for multi-response error-in-variables regression (Q2196126) (← links)
• Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
• Valid post-selection inference in model-free linear regression (Q2215767) (← links)
• Estimation and inference in semi-functional partially linear measurement error models (Q2219871) (← links)
• Robust inference in a linear functional model with replications using the \(t\) distribution (Q2401358) (← links)
• Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression (Q5004050) (← links)
• Inference for high dimensional linear models with error-in-variables (Q5083970) (← links)
• Model selection in high-dimensional noisy data: a simulation study (Q5107440) (← links)
• (Q5214199) (← links)
• On Robustness of Principal Component Regression (Q5881959) (← links)
• On high-dimensional Poisson models with measurement error: hypothesis testing for nonlinear nonconvex optimization (Q6046310) (← links)
• Screening Methods for Linear Errors-in-Variables Models in High Dimensions (Q6079786) (← links)
• Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method (Q6089205) (← links)
• Concentration of measure bounds for matrix-variate data with missing values (Q6178556) (← links)
• Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression (Q6183086) (← links)