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Balanced estimation for high-dimensional measurement error models - MaRDI portal

Balanced estimation for high-dimensional measurement error models (Q1663093)

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scientific article; zbMATH DE number 6921194
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Balanced estimation for high-dimensional measurement error models
scientific article; zbMATH DE number 6921194

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    Balanced estimation for high-dimensional measurement error models (English)
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    21 August 2018
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    balanced estimation
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    measurement errors
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    high dimensionality
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    model selection
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    nearest positive semi-definite projection
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    combined \(L_1\) and concave regularization
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