Errors-in-variables models with dependent measurements

DOI10.1214/17-EJS1234zbMath1364.62179arXiv1611.04701MaRDI QIDQ527095

Shuheng Zhou, M. V. Rudel'son

Publication date: 16 May 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.04701

zbMATH Keywords

random matrixerrors-in-variables modelmatrix variate distributionsmeasurement error datasubgaussian concentration

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Random matrices (probabilistic aspects) (60B20)

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