Variable selection via penalized ridge regression with error-prone variables

DOI10.1007/S10463-025-00940-1MaRDI QIDQ6846563zbMATH OpenFDO

Authors Li-Pang Chen

Publication date 11 March 2026

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10463-025-00940-1

zbMATH Keywords

asymptotic distributionfocus parameterinsertion methodmismeasurement

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

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