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 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 xi > 0 are infrared finite, as is the case in the Landau gauge (xi = 0). Then we appeal to the Nielsen identities, and express the derivative of the ghost propagator with respect to 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 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 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.