Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity

DOI10.1080/03610918.2019.1620273zbMath1497.62176OpenAlexW2947304932MaRDI QIDQ5082770

Li-Hsueh Cheng, Yuh-Jenn Wu, Wei-Quan Fang

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1620273

zbMATH Keywords

heteroscedasticitysparsityhigh-dimensional regressionWald-type estimatornon-Gaussian uncertainties

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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