CoCoLasso for high-dimensional error-in-variables regression
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Publication:682285
DOI10.1214/16-AOS1527zbMath1486.62210arXiv1510.07123MaRDI QIDQ682285
Publication date: 14 February 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.07123
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)
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