Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors

DOI10.1007/s10473-021-0112-6OpenAlexW3038068886MaRDI QIDQ2154741

Yujing Gao, Bo Li, Huamei Huang, Hui-Ming Zhang

Publication date: 14 July 2022

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.06136

zbMATH Keywords

logistic regressionmeasurement errororacle inequalitieshigh-dimensional statisticsweighted Lasso

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12)

Related Items (1)

Concentration Inequalities for Statistical Inference

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