Pages that link to "Item:Q3435986"
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The following pages link to Covariate Selection for Linear Errors-in-Variables Regression Models (Q3435986):
Displaying 9 items.
- Expected predictive least squares for model selection in covariance structures (Q512004) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- On regression model selection for the data with correlated errors (Q730754) (← links)
- Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
- Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models (Q2445774) (← links)
- (Q3054780) (← links)
- Simulation‐selection‐extrapolation: Estimation in high‐dimensional errors‐in‐variables models (Q5121023) (← links)
- (Q5435879) (← links)