In this paper we use two different but complementary approaches in order to study the ghost propagator of a pure SU(3) Yang-Mills theory quantized in the linear covariant gauges, focusing on its dependence on the gauge-fixing parameter $\ensuremath{\xi}$ in the deep infrared. In particular, we first solve the Schwinger-Dyson equation that governs the dynamics of the ghost propagator, using a set of simplifying approximations, and under the crucial assumption that the gluon propagators for $\ensuremath{\xi}>0$ are infrared finite, as is the case in the Landau gauge $(\ensuremath{\xi}=0)$. Then we appeal to the Nielsen identities, and express the derivative of the ghost propagator with respect to $\ensuremath{\xi}$ in terms of certain auxiliary Green's functions, which are subsequently computed under the same assumptions as before. Within both formalisms we find that for $\ensuremath{\xi}>0$ the ghost dressing function approaches zero in the deep infrared, in sharp contrast to what happens in the Landau gauge, where it is known to saturate at a finite (nonvanishing) value. The Nielsen identities are then extended to the case of the gluon propagator, and the $\ensuremath{\xi}$-dependence of the corresponding gluon masses is derived using as input the results obtained in the previous steps. The result turns out to be logarithmically divergent in the deep infrared; the compatibility of this behavior with the basic assumption of a finite gluon propagator is discussed, and a specific Ansatz is put forth, which readily reconciles both features.