On Parameter Estimation for High Dimensional Errors-in-Variables Models

DOI10.1007/978-3-030-48814-7_8zbMath1455.62056OpenAlexW3042928096MaRDI QIDQ5141233

Silvelyn Zwanzig, Rauf Ahmad

Publication date: 18 December 2020

Published in: Analytical Methods in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-48814-7_8

zbMATH Keywords

shrinkageerrors-in-variables modelscovariance estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• An Introduction to Random Matrices
• Condition-Number-Regularized Covariance Estimation

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