Robust variable selection for generalized linear models with a diverging number of parameters

DOI10.1080/03610926.2015.1053940MaRDI QIDQ2979052zbMATH OpenOpenAlexFDO

Authors Chaohui Guo, Hu Yang, Jing Lv

Publication date 2 May 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1053940

zbMATH Keywords

variable selectiongeneralized linear modelsdiverging parametersoracle propertiesrobust estimating equations

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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Cites work

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• Robust Modeling for Inference From Generalized Linear Model Classes
• Robust Variable Selection With Exponential Squared Loss
• Sure independence screening in generalized linear models with NP-dimensionality
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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in high-dimensional partially linear additive models for composite quantile regression
• Variable selection in robust regression models for longitudinal data
• Varying-coefficient single-index model

Cited in

(11)

• Robust and sparse regression in generalized linear model by stochastic optimization
• Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases
• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
• Robust and consistent variable selection in high-dimensional generalized linear models
• Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters
• Robust variable selection for nonlinear models with diverging number of parameters
• Robust variable selection via penalized MT-estimator in generalized linear models
• On Bayesian robust regression with diverging number of predictors
• An efficient and robust variable selection method for longitudinal generalized linear models
• Robust subtractive stability measures for fast and exhaustive feature importance ranking and selection in generalised linear models
• Robust Lasso and its applications in healthcare data

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