Covariate Selection for Linear Errors-in-Variables Regression Models

DOI10.1080/03610920600974765zbMath1109.62058OpenAlexW2167864570MaRDI QIDQ3435986

Jin-hong You, Qinfeng Xu

Publication date: 8 May 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600974765

zbMATH Keywords

Newton-Raphson algorithmmeasurement errorsoracle propertylinear regression modelnonconcave penalization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (2)

High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity ⋮ Statistical inference for partially linear regression models with measurement errors

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