Variable selection in multivariate regression models with measurement error in covariates

DOI10.1016/j.jmva.2024.105299MaRDI QIDQ6536692

Grace Y. Yi, Jingyu Cui

Publication date: 13 May 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysismeasurement errorvariable selectionmultivariate regressiondiverging dimensionpenalized least squares estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

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