Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression

zbMath1470.62112arXiv1804.09312MaRDI QIDQ5004050

Shaohua Pan, Shujun Bi, Ting Tao

Publication date: 30 July 2021

Full work available at URL: https://arxiv.org/abs/1804.09312

zbMATH Keywords

high-dimensionalerror-in-variables regressionmulti-stage convex relaxationconvex conditioned Lasso (CoCoLasso) methodzero-norm regularized LS ( least squares) estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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