Inference for high dimensional linear models with error-in-variables

DOI10.1080/03610918.2018.1554108zbMath1489.62209OpenAlexW3091221312MaRDI QIDQ5083970

Liu Gen Xue, Zhaoliang Wang

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/10.1080/03610918.2018.1554108

zbMATH Keywords

confidence intervalsparsityLassoerror-in-variableshigh-dimensional statistical inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

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• A Constrainedℓ₁Minimization Approach to Sparse Precision Matrix Estimation
• Measurement Error in Nonlinear Models
• Improved matrix uncertainty selector
• Linear and Conic Programming Estimators in High Dimensional Errors-in-variables Models
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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